+639.9%
LYB vs EL
+250.4%
+389.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.6% |
| 7D | -0.7% | -4.4% | +3.6% | +1.0% |
| 30D | +1.5% | +10.3% | -8.7% | -3.4% |
| 3M | -0.3% | +13.4% | -13.6% | -6.8% |
| 6M | +0.1% | +3.1% | -3.0% | -5.5% |
| YTD | +53.4% | -6.9% | +60.4% | +49.6% |
| 1Y | +25.6% | +11.9% | +13.7% | +11.6% |
| 3Y | -21.3% | -33.8% | +12.5% | -18.9% |
| 5Y | -2.4% | -69.0% | +66.5% | +43.5% |
| 10Y | +48.8% | +25.3% | +23.5% | -5.1% |
| All | +639.9% | +250.4% | +389.5% | +169.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling