+643.2%
LYB vs CAPR
-97.4%
+740.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.6% | +5.3% | +1.8% |
| 7D | -0.9% | -9.5% | +8.6% | -0.7% |
| 30D | +9.5% | +121.5% | -112.0% | +7.5% |
| 3M | +1.3% | -65.4% | +66.7% | +2.0% |
| 6M | -1.7% | -67.5% | +65.8% | -1.1% |
| YTD | +54.1% | -68.6% | +122.7% | +55.1% |
| 1Y | +25.7% | +42.7% | -17.0% | +17.1% |
| 3Y | -20.9% | +43.4% | -64.3% | -29.0% |
| 5Y | -1.5% | +86.0% | -87.6% | -13.7% |
| 10Y | +45.0% | -77.4% | +122.4% | +17.4% |
| All | +643.2% | -97.4% | +740.7% | +455.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling