+632.8%
LYB vs BTI
+333.5%
+299.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.3% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +2.5% | -1.1% | +3.5% | +2.9% |
| 3M | +1.4% | -8.8% | +10.1% | +5.3% |
| 6M | -3.5% | -4.0% | +0.5% | -3.4% |
| YTD | +52.0% | +0.4% | +51.6% | +47.7% |
| 1Y | +22.1% | +1.9% | +20.1% | +17.3% |
| 3Y | -22.8% | +108.5% | -131.3% | -52.8% |
| 5Y | -3.4% | +118.5% | -121.9% | -43.7% |
| 10Y | +47.4% | +75.1% | -27.8% | -8.6% |
| All | +632.8% | +333.5% | +299.3% | +114.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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