-4.9%
LYB vs COO
-52.5%
+47.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.8% |
| 7D | +0.3% | -22.5% | +22.8% | +7.2% |
| 30D | +2.5% | -29.7% | +32.2% | +12.7% |
| 3M | +1.4% | -20.1% | +21.5% | +7.0% |
| 6M | -3.5% | -26.9% | +23.4% | +4.2% |
| YTD | +52.0% | -34.2% | +86.2% | +70.3% |
| 1Y | +22.1% | -21.3% | +43.3% | +27.6% |
| 3Y | -22.8% | -38.7% | +15.9% | -14.7% |
| All | -4.9% | -52.5% | +47.5% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 5y: compounded portfolio wealth divided by compounded COO 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…
5y analysis · Full analysis span regression · 6 months rolling