-3.5%
LYB vs ITW
-0.2%
-3.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | 0.0% |
| 7D | +0.3% | -0.7% | +1.0% | -0.3% |
| 30D | +2.5% | -8.3% | +10.8% | -4.8% |
| 3M | +1.4% | +6.0% | -4.6% | +9.6% |
| 6M | -3.5% | 0.0% | -3.5% | -1.2% |
| All | -3.5% | -0.2% | -3.3% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 6mo: compounded portfolio wealth divided by compounded ITW 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…
6mo analysis · Full analysis span regression · 6 months rolling