+46.3%
LYB vs EL
+26.1%
+20.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +0.3% | -6.5% | +6.8% | +2.5% |
| 30D | +2.5% | +11.1% | -8.7% | -2.0% |
| 3M | +1.4% | +10.7% | -9.3% | -3.4% |
| 6M | -3.5% | +6.9% | -10.4% | -9.1% |
| YTD | +52.0% | -6.3% | +58.3% | +49.1% |
| 1Y | +22.1% | +13.5% | +8.6% | +9.8% |
| 3Y | -22.8% | -33.1% | +10.3% | -20.3% |
| 5Y | -3.4% | -68.8% | +65.4% | +41.9% |
| All | +46.3% | +26.1% | +20.2% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling