-22.8%
LYB vs BROS
+59.1%
-81.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.0% |
| 7D | +0.3% | -5.8% | +6.0% | +0.7% |
| 30D | +2.5% | -14.0% | +16.4% | +3.5% |
| 3M | +1.4% | -32.5% | +33.9% | +3.9% |
| 6M | -3.5% | -14.9% | +11.4% | -4.0% |
| YTD | +52.0% | -28.3% | +80.3% | +54.3% |
| 1Y | +22.1% | -34.0% | +56.0% | +24.7% |
| 3Y | -22.8% | +63.0% | -85.7% | -31.3% |
| All | -22.8% | +59.1% | -81.8% | -31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 3y: compounded portfolio wealth divided by compounded BROS 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…
3y analysis · Full analysis span regression · 6 months rolling