-20.9%
LYB vs COMP
+221.9%
-242.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.3% | +5.0% | +1.7% |
| 7D | -0.9% | +4.1% | -5.0% | -1.0% |
| 30D | +9.5% | -14.5% | +24.1% | +9.8% |
| 3M | +1.3% | +41.8% | -40.5% | -0.5% |
| 6M | -1.7% | +23.6% | -25.3% | -2.9% |
| YTD | +54.1% | +1.7% | +52.4% | +54.7% |
| 1Y | +25.7% | +12.6% | +13.1% | +24.1% |
| 3Y | -20.9% | +221.9% | -242.8% | -32.1% |
| All | -20.9% | +221.9% | -242.8% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling