+58.5%
LYB vs ESI
+222.6%
-164.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | -3.1% | +3.9% | -7.0% | -4.6% |
| 30D | +4.0% | -3.8% | +7.8% | +5.2% |
| 3M | +2.4% | -13.1% | +15.5% | +5.8% |
| 6M | -1.4% | +11.3% | -12.8% | -10.8% |
| YTD | +53.9% | +44.1% | +9.8% | +23.4% |
| 1Y | +26.1% | +40.3% | -14.3% | +1.9% |
| 3Y | -21.0% | +84.1% | -105.1% | -44.3% |
| 5Y | -0.7% | +75.8% | -76.5% | -30.3% |
| 10Y | +49.3% | +320.7% | -271.5% | -26.7% |
| All | +58.5% | +222.6% | -164.0% | -11.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling