-4.9%
LYB vs BRO
+17.6%
-22.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | -7.3% | +7.6% | +1.9% |
| 30D | +2.5% | -6.9% | +9.3% | +3.9% |
| 3M | +1.4% | +10.7% | -9.3% | -1.7% |
| 6M | -3.5% | -2.7% | -0.8% | -3.4% |
| YTD | +52.0% | -16.3% | +68.3% | +58.3% |
| 1Y | +22.1% | -29.1% | +51.1% | +32.8% |
| 3Y | -22.8% | -7.8% | -14.9% | -22.6% |
| All | -4.9% | +17.6% | -22.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 5y: compounded portfolio wealth divided by compounded BRO 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…
5y analysis · Full analysis span regression · 6 months rolling