+630.9%
LYB vs ES
+359.1%
+271.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.7% |
| 7D | -0.2% | +0.3% | -0.5% | -0.4% |
| 30D | +8.7% | -2.0% | +10.7% | +9.5% |
| 3M | -3.0% | +1.7% | -4.7% | -4.2% |
| 6M | +4.7% | -3.5% | +8.3% | +5.4% |
| YTD | +51.6% | +7.9% | +43.7% | +44.7% |
| 1Y | +24.4% | +17.2% | +7.2% | +13.3% |
| 3Y | -23.5% | +29.3% | -52.8% | -34.8% |
| 5Y | -6.5% | -5.7% | -0.7% | -8.7% |
| 10Y | +40.5% | +85.2% | -44.8% | -6.6% |
| All | +630.9% | +359.1% | +271.8% | +103.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling