+46.3%
LYB vs ECL
+160.1%
-113.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -2.0% |
| 7D | +0.3% | -1.1% | +1.4% | +0.9% |
| 30D | +2.5% | -0.8% | +3.3% | +2.7% |
| 3M | +1.4% | +5.0% | -3.7% | -2.5% |
| 6M | -3.5% | +0.2% | -3.7% | -6.0% |
| YTD | +52.0% | +5.8% | +46.2% | +42.5% |
| 1Y | +22.1% | +1.5% | +20.5% | +17.6% |
| 3Y | -22.8% | +55.0% | -77.8% | -45.2% |
| 5Y | -3.4% | +29.3% | -32.6% | -24.0% |
| All | +46.3% | +160.1% | -113.8% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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