+642.3%
LYB vs BUD
+133.6%
+508.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.1% |
| 7D | -3.1% | -1.3% | -1.8% | -2.4% |
| 30D | +4.0% | -6.1% | +10.2% | +7.5% |
| 3M | +2.4% | -3.8% | +6.2% | +4.0% |
| 6M | -1.4% | +8.2% | -9.6% | -7.7% |
| YTD | +53.9% | +23.6% | +30.4% | +32.9% |
| 1Y | +26.1% | +33.4% | -7.4% | +4.0% |
| 3Y | -21.0% | +45.3% | -66.4% | -40.2% |
| 5Y | -0.7% | +44.3% | -45.0% | -27.0% |
| 10Y | +49.3% | -22.8% | +72.0% | +43.5% |
| All | +642.3% | +133.6% | +508.7% | +219.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling