+22.1%
LYB vs CAPR
+37.0%
-14.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.8% | -1.8% | -0.9% |
| 7D | +0.3% | -11.0% | +11.2% | +0.2% |
| 30D | +2.5% | +99.8% | -97.3% | +3.0% |
| 3M | +1.4% | -66.6% | +68.0% | +1.0% |
| 6M | -3.5% | -75.1% | +71.6% | -4.0% |
| YTD | +52.0% | -71.0% | +123.0% | +51.4% |
| 1Y | +22.1% | +30.0% | -7.9% | +26.1% |
| All | +22.1% | +37.0% | -14.9% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling