+632.8%
LYB vs BRKR
+271.8%
+361.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | -8.7% | +8.9% | +3.4% |
| 30D | +2.5% | -9.9% | +12.3% | +6.0% |
| 3M | +1.4% | -3.1% | +4.5% | -0.7% |
| 6M | -3.5% | +45.5% | -49.0% | -21.7% |
| YTD | +52.0% | +13.7% | +38.3% | +34.5% |
| 1Y | +22.1% | +67.4% | -45.4% | -9.2% |
| 3Y | -22.8% | -13.2% | -9.6% | -30.0% |
| 5Y | -3.4% | -39.5% | +36.1% | -1.7% |
| 10Y | +47.4% | +153.5% | -106.1% | -23.8% |
| All | +632.8% | +271.8% | +361.0% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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