+56.8%
LYB vs COMP
+6.6%
+50.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.1% | +4.2% | +1.6% |
| 7D | +3.7% | +8.9% | -5.2% | +5.7% |
| 30D | +6.4% | +14.0% | -7.5% | +10.0% |
| 3M | +2.8% | -21.1% | +23.9% | -1.7% |
| 6M | -12.2% | +20.1% | -32.3% | -7.2% |
| YTD | +52.4% | -5.0% | +57.5% | +69.1% |
| 1Y | +56.8% | +5.7% | +51.1% | +68.7% |
| All | +56.8% | +6.6% | +50.2% | +68.7% |
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