+632.8%
LYB vs ELV
+859.2%
-226.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.5% | -1.2% |
| 7D | +0.3% | +3.2% | -2.9% | -1.1% |
| 30D | +2.5% | +5.4% | -2.9% | 0.0% |
| 3M | +1.4% | +5.4% | -4.0% | -1.7% |
| 6M | -3.5% | +45.7% | -49.2% | -19.4% |
| YTD | +52.0% | +21.2% | +30.8% | +35.8% |
| 1Y | +22.1% | +35.6% | -13.6% | +3.3% |
| 3Y | -22.8% | -2.0% | -20.8% | -27.7% |
| 5Y | -3.4% | +26.0% | -29.4% | -23.7% |
| 10Y | +47.4% | +278.7% | -231.4% | -39.4% |
| All | +632.8% | +859.2% | -226.4% | +65.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling