-13.4%
LYB vs COMP
-47.7%
+34.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.5% | -2.0% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | +8.7% | -13.3% | +22.0% | +9.6% |
| 3M | -3.0% | +41.1% | -44.1% | -6.1% |
| 6M | +4.7% | +17.2% | -12.4% | +2.0% |
| YTD | +51.6% | +5.2% | +46.4% | +48.7% |
| 1Y | +24.4% | +18.9% | +5.4% | +20.0% |
| 3Y | -23.5% | +215.9% | -239.4% | -35.3% |
| 5Y | -6.5% | -31.2% | +24.7% | -18.1% |
| All | -13.4% | -47.7% | +34.3% | -20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling