-7.2%
LYB vs LTH
+152.0%
-159.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -3.1% | -4.0% | +0.9% | -2.6% |
| 30D | +4.0% | -1.7% | +5.7% | +4.2% |
| 3M | +2.4% | +28.0% | -25.6% | -1.2% |
| 6M | -1.4% | +54.1% | -55.5% | -8.0% |
| YTD | +53.9% | +57.1% | -3.1% | +43.1% |
| 1Y | +26.1% | +45.8% | -19.7% | +18.4% |
| 3Y | -21.0% | +157.6% | -178.6% | -32.8% |
| All | -7.2% | +152.0% | -159.2% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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