-12.3%
LYB vs COMP
-52.3%
+40.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | 0.0% |
| 7D | -0.7% | -8.4% | +7.7% | -0.1% |
| 30D | +1.5% | -20.2% | +21.7% | +3.0% |
| 3M | -0.3% | +28.1% | -28.4% | -2.8% |
| 6M | +0.1% | +14.9% | -14.8% | -2.6% |
| YTD | +53.4% | -4.2% | +57.6% | +51.4% |
| 1Y | +25.6% | +10.2% | +15.4% | +21.8% |
| 3Y | -21.3% | +203.3% | -224.6% | -33.4% |
| 5Y | -2.4% | -29.2% | +26.8% | -15.1% |
| All | -12.3% | -52.3% | +40.0% | -19.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling