-22.0%
LYB vs M
+97.0%
-119.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.5% |
| 7D | -0.7% | -8.8% | +8.1% | +0.8% |
| 30D | +1.5% | -16.4% | +17.9% | +4.7% |
| 3M | -0.3% | -10.8% | +10.5% | +1.1% |
| 6M | +0.1% | +16.1% | -16.1% | -4.4% |
| YTD | +53.4% | -5.3% | +58.7% | +52.7% |
| 1Y | +25.6% | +24.9% | +0.8% | +17.6% |
| All | -22.0% | +97.0% | -119.1% | -38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling