+50.6%
LYB vs ELF
-3.2%
+53.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.9% | -6.6% | -4.7% |
| 7D | -6.2% | -1.5% | -4.7% | -6.3% |
| 30D | +6.3% | +9.5% | -3.2% | +6.7% |
| 3M | +4.1% | +29.4% | -25.3% | +5.2% |
| 6M | -15.5% | +83.7% | -99.2% | -13.4% |
| YTD | +50.2% | +49.4% | +0.8% | +54.2% |
| 1Y | +50.6% | -3.9% | +54.5% | +59.0% |
| All | +50.6% | -3.2% | +53.8% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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