-4.9%
LYB vs ED
+67.9%
-72.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -0.9% |
| 7D | +0.3% | -0.8% | +1.0% | +0.4% |
| 30D | +2.5% | -0.4% | +2.9% | +2.5% |
| 3M | +1.4% | +0.5% | +0.9% | +1.3% |
| 6M | -3.5% | -3.1% | -0.3% | -2.9% |
| YTD | +52.0% | +9.8% | +42.2% | +48.7% |
| 1Y | +22.1% | +12.6% | +9.5% | +18.6% |
| 3Y | -22.8% | +31.4% | -54.2% | -29.8% |
| All | -4.9% | +67.9% | -72.9% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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