-12.2%
LYB vs COMP
-52.0%
+39.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.8% |
| 7D | +6.1% | 0.0% | +6.1% | +6.1% |
| 30D | +5.3% | +16.6% | -11.2% | +4.0% |
| 3M | +4.3% | -23.5% | +27.8% | +5.8% |
| 6M | -10.8% | +25.7% | -36.5% | -13.3% |
| YTD | +53.8% | -3.4% | +57.2% | +51.2% |
| 1Y | +50.5% | +7.6% | +42.9% | +46.2% |
| 3Y | -16.4% | +423.6% | -440.0% | -33.1% |
| 5Y | -4.8% | -10.6% | +5.8% | -19.0% |
| All | -12.2% | -52.0% | +39.8% | -19.1% |
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