-22.8%
LYB vs ET
+96.2%
-118.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | +0.3% | +0.2% | 0.0% | +0.1% |
| 30D | +2.5% | +2.9% | -0.4% | +0.9% |
| 3M | +1.4% | +16.8% | -15.4% | -6.3% |
| 6M | -3.5% | +18.9% | -22.4% | -11.5% |
| YTD | +52.0% | +37.7% | +14.3% | +29.8% |
| 1Y | +22.1% | +32.4% | -10.4% | +6.1% |
| 3Y | -22.8% | +99.5% | -122.3% | -47.7% |
| All | -22.8% | +96.2% | -118.9% | -47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 3y: compounded portfolio wealth divided by compounded ET 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…
3y analysis · Full analysis span regression · 6 months rolling