-4.9%
LYB vs ELF
+217.5%
-222.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.1% | -1.0% |
| 7D | +0.3% | -11.6% | +11.9% | +1.1% |
| 30D | +2.5% | +4.6% | -2.2% | +2.0% |
| 3M | +1.4% | +59.7% | -58.3% | -2.5% |
| 6M | -3.5% | +21.2% | -24.7% | -5.5% |
| YTD | +52.0% | +27.4% | +24.5% | +47.5% |
| 1Y | +22.1% | -29.8% | +51.9% | +24.8% |
| 3Y | -22.8% | -28.5% | +5.7% | -27.0% |
| All | -4.9% | +217.5% | -222.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling