+50.6%
LYB vs GEN
+20.2%
+30.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.0% | -8.7% | -4.7% |
| 7D | -6.2% | +26.9% | -33.1% | -6.0% |
| 30D | +6.3% | +38.6% | -32.3% | +6.4% |
| 3M | +4.1% | +9.7% | -5.7% | +4.3% |
| 6M | -15.5% | +58.9% | -74.4% | -16.3% |
| YTD | +50.2% | +15.3% | +34.9% | +65.6% |
| 1Y | +50.6% | +21.8% | +28.8% | +63.7% |
| All | +50.6% | +20.2% | +30.4% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 1y: compounded portfolio wealth divided by compounded GEN 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…
1y analysis · Full analysis span regression · 6 months rolling