+632.8%
LYB vs BG
+225.6%
+407.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | 0.0% |
| 7D | +0.3% | +3.1% | -2.8% | -1.4% |
| 30D | +2.5% | +10.2% | -7.8% | -2.7% |
| 3M | +1.4% | -1.7% | +3.1% | +1.7% |
| 6M | -3.5% | +1.0% | -4.5% | -4.3% |
| YTD | +52.0% | +39.9% | +12.1% | +27.3% |
| 1Y | +22.1% | +53.2% | -31.2% | -3.2% |
| 3Y | -22.8% | +16.3% | -39.0% | -31.0% |
| 5Y | -3.4% | +83.9% | -87.2% | -35.4% |
| 10Y | +47.4% | +165.1% | -117.8% | -26.7% |
| All | +632.8% | +225.6% | +407.3% | +222.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling