+207.8%
LYB vs INDA
+109.4%
+98.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.6% |
| 7D | +0.3% | -2.7% | +3.0% | +2.0% |
| 30D | +2.5% | -2.8% | +5.2% | +4.2% |
| 3M | +1.4% | +1.6% | -0.2% | -0.1% |
| 6M | -3.5% | -1.4% | -2.1% | -4.6% |
| YTD | +52.0% | -10.1% | +62.1% | +59.8% |
| 1Y | +22.1% | -8.8% | +30.8% | +26.8% |
| 3Y | -22.8% | +7.6% | -30.4% | -28.9% |
| 5Y | -3.4% | +5.8% | -9.1% | -10.4% |
| 10Y | +47.4% | +84.0% | -36.7% | -5.8% |
| All | +207.8% | +109.4% | +98.5% | +79.9% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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