-2.4%
LYB vs D
+3.9%
-6.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.7% | -1.6% | +0.9% | -0.3% |
| 30D | +1.5% | -3.5% | +5.1% | +2.5% |
| 3M | -0.3% | -1.6% | +1.3% | +0.1% |
| 6M | +0.1% | +5.8% | -5.7% | -2.1% |
| YTD | +53.4% | +14.5% | +39.0% | +46.6% |
| 1Y | +25.6% | +14.2% | +11.5% | +19.9% |
| 3Y | -21.3% | +59.0% | -80.3% | -33.1% |
| 5Y | -2.4% | +5.4% | -7.8% | -8.1% |
| All | -2.4% | +3.9% | -6.3% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling