-4.9%
LYB vs LEN
-11.2%
+6.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.4% |
| 7D | +0.3% | -4.8% | +5.0% | +1.3% |
| 30D | +2.5% | -6.6% | +9.0% | +3.9% |
| 3M | +1.4% | -15.7% | +17.0% | +4.8% |
| 6M | -3.5% | -16.6% | +13.2% | -0.9% |
| YTD | +52.0% | -21.3% | +73.3% | +58.8% |
| 1Y | +22.1% | -42.0% | +64.1% | +40.1% |
| 3Y | -22.8% | -27.9% | +5.1% | -18.6% |
| All | -4.9% | -11.2% | +6.2% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling