+642.3%
LYB vs GEN
+393.1%
+249.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | -0.1% |
| 7D | -3.1% | -2.9% | -0.2% | -2.3% |
| 30D | +4.0% | +2.1% | +2.0% | +3.1% |
| 3M | +2.4% | +19.7% | -17.3% | -3.8% |
| 6M | -1.4% | +33.3% | -34.7% | -11.7% |
| YTD | +53.9% | +11.1% | +42.8% | +46.0% |
| 1Y | +26.1% | +3.0% | +23.1% | +22.7% |
| 3Y | -21.0% | +57.9% | -78.9% | -34.3% |
| 5Y | -0.7% | +20.6% | -21.3% | -12.5% |
| 10Y | +49.3% | +153.2% | -104.0% | -11.7% |
| All | +642.3% | +393.1% | +249.1% | +200.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling