+22.1%
LYB vs JBL
+47.2%
-25.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.0% | -6.0% | -0.5% |
| 7D | +0.3% | +2.4% | -2.2% | +0.5% |
| 30D | +2.5% | -13.1% | +15.6% | +1.3% |
| 3M | +1.4% | -15.6% | +17.0% | +0.1% |
| 6M | -3.5% | +24.6% | -28.1% | -2.0% |
| YTD | +52.0% | +39.6% | +12.4% | +51.8% |
| 1Y | +22.1% | +48.6% | -26.6% | +17.9% |
| All | +22.1% | +47.2% | -25.1% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling