+50.6%
LYB vs LEN
-21.9%
+72.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.1% | -11.8% | -4.2% |
| 7D | -6.2% | +10.5% | -16.7% | -5.4% |
| 30D | +6.3% | +24.6% | -18.3% | +8.2% |
| 3M | +4.1% | +6.6% | -2.5% | +4.5% |
| 6M | -15.5% | +10.6% | -26.1% | -15.3% |
| YTD | +50.2% | -8.3% | +58.6% | +57.6% |
| 1Y | +50.6% | -22.5% | +73.1% | +73.7% |
| All | +50.6% | -21.9% | +72.5% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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