+46.3%
LYB vs ES
+82.1%
-35.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.3% | -0.7% |
| 7D | +0.3% | -3.6% | +3.8% | +1.6% |
| 30D | +2.5% | -4.2% | +6.7% | +4.1% |
| 3M | +1.4% | +0.1% | +1.3% | +1.0% |
| 6M | -3.5% | -6.2% | +2.7% | -1.9% |
| YTD | +52.0% | +4.1% | +47.9% | +48.0% |
| 1Y | +22.1% | +10.2% | +11.9% | +15.4% |
| 3Y | -22.8% | +26.1% | -48.8% | -32.1% |
| 5Y | -3.4% | -5.3% | +2.0% | -5.4% |
| All | +46.3% | +82.1% | -35.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling