+46.3%
LYB vs ESI
+312.8%
-266.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.2% |
| 7D | +0.3% | -4.6% | +4.9% | +2.5% |
| 30D | +2.5% | -10.5% | +13.0% | +7.5% |
| 3M | +1.4% | -19.8% | +21.2% | +10.0% |
| 6M | -3.5% | +5.8% | -9.3% | -13.2% |
| YTD | +52.0% | +38.3% | +13.7% | +16.1% |
| 1Y | +22.1% | +31.5% | -9.5% | -4.7% |
| 3Y | -22.8% | +80.7% | -103.4% | -51.4% |
| 5Y | -3.4% | +69.4% | -72.8% | -39.4% |
| All | +46.3% | +312.8% | -266.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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