+0.1%
LYB vs BUD
+8.1%
-8.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.4% |
| 7D | -0.7% | -3.2% | +2.5% | -1.6% |
| 30D | +1.5% | -3.7% | +5.2% | +0.5% |
| 3M | -0.3% | -4.4% | +4.2% | -1.0% |
| 6M | +0.1% | +7.7% | -7.7% | +7.8% |
| All | +0.1% | +8.1% | -8.1% | +7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling