+46.3%
LYB vs D
+36.8%
+9.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.5% |
| 7D | +0.3% | -2.2% | +2.5% | +1.2% |
| 30D | +2.5% | -4.5% | +6.9% | +4.4% |
| 3M | +1.4% | -2.5% | +3.9% | +2.3% |
| 6M | -3.5% | +5.5% | -9.0% | -6.5% |
| YTD | +52.0% | +13.3% | +38.7% | +42.9% |
| 1Y | +22.1% | +11.8% | +10.2% | +15.0% |
| 3Y | -22.8% | +56.7% | -79.5% | -39.0% |
| 5Y | -3.4% | +4.3% | -7.6% | -8.6% |
| All | +46.3% | +36.8% | +9.5% | +36.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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