-22.8%
LYB vs EAT
+578.9%
-601.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | +0.3% | -7.7% | +8.0% | +0.9% |
| 30D | +2.5% | -13.6% | +16.0% | +3.6% |
| 3M | +1.4% | +33.9% | -32.5% | -1.5% |
| 6M | -3.5% | +47.2% | -50.7% | -7.9% |
| YTD | +52.0% | +48.1% | +3.9% | +44.4% |
| 1Y | +22.1% | +33.7% | -11.6% | +17.5% |
| 3Y | -22.8% | +595.8% | -618.5% | -40.5% |
| All | -22.8% | +578.9% | -601.6% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 3y: compounded portfolio wealth divided by compounded EAT 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…
3y analysis · Full analysis span regression · 6 months rolling