+50.6%
LYB vs EL
+25.6%
+25.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.3% | -11.0% | -4.4% |
| 7D | -6.2% | +2.5% | -8.7% | -6.0% |
| 30D | +6.3% | +20.1% | -13.8% | +7.4% |
| 3M | +4.1% | +29.3% | -25.2% | +5.4% |
| 6M | -15.5% | +38.8% | -54.2% | -14.1% |
| YTD | +50.2% | +8.1% | +42.1% | +59.8% |
| 1Y | +50.6% | +22.3% | +28.3% | +54.5% |
| All | +50.6% | +25.6% | +25.0% | +54.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling