+632.8%
LYB vs BR
+907.4%
-274.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.8% |
| 7D | +0.3% | -3.0% | +3.2% | +1.9% |
| 30D | +2.5% | -0.3% | +2.8% | +2.3% |
| 3M | +1.4% | +17.3% | -15.9% | -8.1% |
| 6M | -3.5% | -6.7% | +3.2% | -1.7% |
| YTD | +52.0% | -23.4% | +75.4% | +72.2% |
| 1Y | +22.1% | -32.7% | +54.7% | +49.3% |
| 3Y | -22.8% | -5.9% | -16.9% | -24.5% |
| 5Y | -3.4% | +8.4% | -11.8% | -16.7% |
| 10Y | +47.4% | +189.2% | -141.9% | -38.6% |
| All | +632.8% | +907.4% | -274.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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