-4.9%
LYB vs ECL
+27.6%
-32.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.6% | -1.5% |
| 7D | +0.3% | -1.1% | +1.4% | +0.6% |
| 30D | +2.5% | -0.8% | +3.3% | +2.6% |
| 3M | +1.4% | +5.0% | -3.7% | -0.8% |
| 6M | -3.5% | +0.2% | -3.7% | -4.7% |
| YTD | +52.0% | +5.8% | +46.2% | +46.5% |
| 1Y | +22.1% | +1.5% | +20.5% | +19.7% |
| 3Y | -22.8% | +55.0% | -77.8% | -36.4% |
| All | -4.9% | +27.6% | -32.5% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling