-19.9%
LYB vs BTSG
+389.4%
-409.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | +0.3% | -3.3% | +3.6% | +0.4% |
| 30D | +2.5% | -1.6% | +4.1% | +2.5% |
| 3M | +1.4% | -6.9% | +8.3% | +1.1% |
| 6M | -3.5% | +42.1% | -45.6% | -7.4% |
| YTD | +52.0% | +56.8% | -4.8% | +43.9% |
| 1Y | +22.1% | +109.8% | -87.8% | +11.3% |
| All | -19.9% | +389.4% | -409.3% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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