+632.8%
LYB vs IT
+642.1%
-9.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.3% | -6.2% | -3.0% |
| 7D | +0.3% | -3.7% | +3.9% | +1.5% |
| 30D | +2.5% | +0.1% | +2.4% | +1.7% |
| 3M | +1.4% | +20.7% | -19.3% | -9.2% |
| 6M | -3.5% | +12.0% | -15.5% | -12.3% |
| YTD | +52.0% | -28.8% | +80.8% | +65.6% |
| 1Y | +22.1% | -25.5% | +47.6% | +29.2% |
| 3Y | -22.8% | -48.8% | +26.0% | -7.8% |
| 5Y | -3.4% | -42.7% | +39.4% | +3.9% |
| 10Y | +47.4% | +102.5% | -55.2% | -29.2% |
| All | +632.8% | +642.1% | -9.3% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling