-22.8%
LYB vs ELV
-2.1%
-20.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.0% |
| 7D | +0.3% | +3.2% | -2.9% | -0.1% |
| 30D | +2.5% | +5.4% | -2.9% | +1.8% |
| 3M | +1.4% | +5.4% | -4.0% | +0.6% |
| 6M | -3.5% | +45.7% | -49.2% | -9.0% |
| YTD | +52.0% | +21.2% | +30.8% | +47.3% |
| 1Y | +22.1% | +35.6% | -13.6% | +15.8% |
| 3Y | -22.8% | -2.0% | -20.8% | -25.0% |
| All | -22.8% | -2.1% | -20.6% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 3y: compounded portfolio wealth divided by compounded ELV 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…
3y analysis · Full analysis span regression · 6 months rolling