-4.9%
LYB vs M
+28.6%
-33.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +7.7% | -8.7% | -2.4% |
| 7D | +0.3% | -4.2% | +4.5% | +0.9% |
| 30D | +2.5% | -7.2% | +9.7% | +3.7% |
| 3M | +1.4% | -11.1% | +12.5% | +3.1% |
| 6M | -3.5% | +28.8% | -32.3% | -9.4% |
| YTD | +52.0% | +2.0% | +49.9% | +49.1% |
| 1Y | +22.1% | +31.3% | -9.2% | +13.6% |
| 3Y | -22.8% | +119.1% | -141.8% | -38.2% |
| All | -4.9% | +28.6% | -33.6% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling