+22.1%
LYB vs GEN
+5.1%
+17.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.0% |
| 7D | +0.3% | -1.3% | +1.5% | +0.3% |
| 30D | +2.5% | +6.1% | -3.7% | +2.3% |
| 3M | +1.4% | +27.0% | -25.6% | +0.1% |
| 6M | -3.5% | +43.9% | -47.3% | -5.3% |
| YTD | +52.0% | +13.0% | +39.0% | +67.6% |
| 1Y | +22.1% | +4.0% | +18.0% | +44.9% |
| All | +22.1% | +5.1% | +17.0% | +44.9% |
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