+643.2%
LYB vs D
+219.1%
+424.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.4% |
| 7D | -0.9% | +0.8% | -1.7% | -1.3% |
| 30D | +9.5% | -0.7% | +10.3% | +9.8% |
| 3M | +1.3% | +2.1% | -0.8% | +0.1% |
| 6M | -1.7% | +6.8% | -8.6% | -5.8% |
| YTD | +54.1% | +16.5% | +37.6% | +41.6% |
| 1Y | +25.7% | +19.2% | +6.5% | +13.6% |
| 3Y | -20.9% | +61.9% | -82.8% | -40.8% |
| 5Y | -1.5% | +6.5% | -8.1% | -9.2% |
| 10Y | +45.0% | +35.3% | +9.7% | +12.4% |
| All | +643.2% | +219.1% | +424.1% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling