-22.8%
LYB vs IT
-49.4%
+26.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -1.6% |
| 7D | +0.3% | -3.7% | +3.9% | +0.7% |
| 30D | +2.5% | +0.1% | +2.4% | +2.2% |
| 3M | +1.4% | +20.7% | -19.3% | -2.1% |
| 6M | -3.5% | +12.0% | -15.5% | -6.2% |
| YTD | +52.0% | -28.8% | +80.8% | +61.0% |
| 1Y | +22.1% | -25.5% | +47.6% | +27.5% |
| 3Y | -22.8% | -48.8% | +26.0% | -8.1% |
| All | -22.8% | -49.4% | +26.6% | -8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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