-22.8%
LYB vs BUD
+44.9%
-67.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | +0.3% | -2.6% | +2.9% | +0.8% |
| 30D | +2.5% | -1.2% | +3.7% | +2.6% |
| 3M | +1.4% | -4.9% | +6.3% | +2.3% |
| 6M | -3.5% | +9.3% | -12.8% | -6.1% |
| YTD | +52.0% | +24.0% | +28.0% | +41.0% |
| 1Y | +22.1% | +34.5% | -12.5% | +10.3% |
| 3Y | -22.8% | +43.7% | -66.4% | -32.0% |
| All | -22.8% | +44.9% | -67.7% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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