+24.4%
LYB vs COMP
+22.2%
+2.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -1.8% |
| 7D | -0.2% | +1.4% | -1.6% | +0.1% |
| 30D | +8.7% | -13.3% | +22.0% | +6.4% |
| 3M | -3.0% | +41.1% | -44.1% | +2.5% |
| 6M | +4.7% | +17.2% | -12.4% | +15.0% |
| YTD | +51.6% | +5.2% | +46.4% | +66.6% |
| 1Y | +24.4% | +18.9% | +5.4% | +31.4% |
| All | +24.4% | +22.2% | +2.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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