+632.8%
LYB vs BTG
+373.5%
+259.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | +0.3% | -3.8% | +4.0% | +0.6% |
| 30D | +2.5% | +3.6% | -1.2% | +2.0% |
| 3M | +1.4% | +32.0% | -30.6% | -2.0% |
| 6M | -3.5% | +3.4% | -6.8% | -5.0% |
| YTD | +52.0% | +20.8% | +31.2% | +46.4% |
| 1Y | +22.1% | +22.4% | -0.4% | +16.8% |
| 3Y | -22.8% | +91.7% | -114.5% | -30.9% |
| 5Y | -3.4% | +79.0% | -82.4% | -13.7% |
| 10Y | +47.4% | +152.6% | -105.2% | +21.6% |
| All | +632.8% | +373.5% | +259.3% | +365.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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