+632.8%
LYB vs EAT
+1,342.1%
-709.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.7% |
| 7D | +0.3% | -7.7% | +8.0% | +2.4% |
| 30D | +2.5% | -13.6% | +16.0% | +6.3% |
| 3M | +1.4% | +33.9% | -32.5% | -7.3% |
| 6M | -3.5% | +47.2% | -50.7% | -16.0% |
| YTD | +52.0% | +48.1% | +3.9% | +31.2% |
| 1Y | +22.1% | +33.7% | -11.6% | +7.6% |
| 3Y | -22.8% | +595.8% | -618.5% | -61.3% |
| 5Y | -3.4% | +314.4% | -317.7% | -47.0% |
| 10Y | +47.4% | +375.1% | -327.8% | -34.2% |
| All | +632.8% | +1,342.1% | -709.2% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling