+46.3%
LYB vs LEN
+108.0%
-61.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.7% |
| 7D | +0.3% | -4.8% | +5.0% | +1.9% |
| 30D | +2.5% | -6.6% | +9.0% | +4.6% |
| 3M | +1.4% | -15.7% | +17.0% | +6.4% |
| 6M | -3.5% | -16.6% | +13.2% | 0.0% |
| YTD | +52.0% | -21.3% | +73.3% | +60.6% |
| 1Y | +22.1% | -42.0% | +64.1% | +44.8% |
| 3Y | -22.8% | -27.9% | +5.1% | -18.4% |
| 5Y | -3.4% | -10.7% | +7.3% | -10.5% |
| All | +46.3% | +108.0% | -61.7% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling