-22.8%
LYB vs BWA
+70.7%
-93.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.3% |
| 7D | +0.3% | -1.3% | +1.6% | +0.6% |
| 30D | +2.5% | -2.9% | +5.4% | +3.0% |
| 3M | +1.4% | -10.7% | +12.1% | +4.0% |
| 6M | -3.5% | +26.5% | -29.9% | -11.8% |
| YTD | +52.0% | +49.1% | +2.9% | +27.5% |
| 1Y | +22.1% | +52.1% | -30.0% | +1.1% |
| 3Y | -22.8% | +72.6% | -95.3% | -45.4% |
| All | -22.8% | +70.7% | -93.5% | -45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling