+46.3%
LYB vs EFX
+42.6%
+3.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | +0.3% | -4.5% | +4.8% | +1.7% |
| 30D | +2.5% | -6.1% | +8.5% | +4.2% |
| 3M | +1.4% | +6.2% | -4.8% | -1.8% |
| 6M | -3.5% | -11.2% | +7.7% | -2.0% |
| YTD | +52.0% | -21.4% | +73.4% | +59.8% |
| 1Y | +22.1% | -34.3% | +56.4% | +36.7% |
| 3Y | -22.8% | -12.5% | -10.3% | -24.8% |
| 5Y | -3.4% | -35.6% | +32.2% | +2.6% |
| All | +46.3% | +42.6% | +3.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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