+632.8%
LYB vs ITW
+671.2%
-38.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.1% | -1.9% |
| 7D | +0.3% | -0.7% | +1.0% | +0.8% |
| 30D | +2.5% | -8.3% | +10.8% | +10.1% |
| 3M | +1.4% | +6.0% | -4.6% | -5.1% |
| 6M | -3.5% | 0.0% | -3.5% | -7.1% |
| YTD | +52.0% | +10.2% | +41.8% | +34.3% |
| 1Y | +22.1% | +3.2% | +18.8% | +14.1% |
| 3Y | -22.8% | +21.0% | -43.7% | -37.3% |
| 5Y | -3.4% | +37.9% | -41.3% | -32.5% |
| 10Y | +47.4% | +193.2% | -145.8% | -48.5% |
| All | +632.8% | +671.2% | -38.4% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling