-22.8%
LYB vs EMB
+29.3%
-52.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -1.2% | +1.5% | +1.1% |
| 30D | +2.5% | -1.3% | +3.7% | +3.3% |
| 3M | +1.4% | -1.8% | +3.2% | +2.5% |
| 6M | -3.5% | +0.2% | -3.7% | -4.6% |
| YTD | +52.0% | +0.4% | +51.6% | +49.6% |
| 1Y | +22.1% | +2.8% | +19.2% | +16.2% |
| 3Y | -22.8% | +29.1% | -51.9% | -40.8% |
| All | -22.8% | +29.3% | -52.1% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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