+46.3%
LYB vs BWA
+156.8%
-110.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.7% |
| 7D | +0.3% | -1.3% | +1.6% | +0.9% |
| 30D | +2.5% | -2.9% | +5.4% | +3.6% |
| 3M | +1.4% | -10.7% | +12.1% | +6.1% |
| 6M | -3.5% | +26.5% | -29.9% | -18.3% |
| YTD | +52.0% | +49.1% | +2.9% | +14.6% |
| 1Y | +22.1% | +52.1% | -30.0% | -9.5% |
| 3Y | -22.8% | +72.6% | -95.3% | -49.0% |
| 5Y | -3.4% | +89.4% | -92.8% | -42.5% |
| All | +46.3% | +156.8% | -110.5% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling