-4.4%
LYB vs BROS
+33.7%
-38.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | -0.1% |
| 7D | -0.7% | -6.1% | +5.3% | -0.3% |
| 30D | +1.5% | -12.4% | +13.9% | +2.5% |
| 3M | -0.3% | -27.9% | +27.7% | +1.6% |
| 6M | +0.1% | -16.8% | +16.8% | +0.2% |
| YTD | +53.4% | -29.0% | +82.5% | +55.8% |
| 1Y | +25.6% | -33.2% | +58.8% | +28.0% |
| 3Y | -21.3% | +56.8% | -78.1% | -26.5% |
| All | -4.4% | +33.7% | -38.1% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling