+632.8%
LYB vs EME
+2,875.8%
-2,243.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.3% | -3.1% |
| 7D | +0.3% | +3.5% | -3.2% | -1.6% |
| 30D | +2.5% | -6.3% | +8.8% | +5.4% |
| 3M | +1.4% | -3.8% | +5.1% | +0.4% |
| 6M | -3.5% | +8.5% | -12.0% | -12.3% |
| YTD | +52.0% | +27.8% | +24.2% | +24.5% |
| 1Y | +22.1% | +22.2% | -0.2% | -0.2% |
| 3Y | -22.8% | +253.5% | -276.2% | -70.7% |
| 5Y | -3.4% | +578.6% | -582.0% | -77.4% |
| 10Y | +47.4% | +1,355.6% | -1,308.2% | -80.4% |
| All | +632.8% | +2,875.8% | -2,243.0% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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