+643.2%
LYB vs M
+63.9%
+579.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.6% | +4.3% | +2.4% |
| 7D | -0.9% | +2.4% | -3.3% | -1.6% |
| 30D | +9.5% | -11.6% | +21.1% | +13.3% |
| 3M | +1.3% | +1.6% | -0.3% | -0.2% |
| 6M | -1.7% | +25.2% | -27.0% | -9.8% |
| YTD | +54.1% | +3.8% | +50.4% | +48.9% |
| 1Y | +25.7% | +36.3% | -10.7% | +11.5% |
| 3Y | -20.9% | +116.3% | -137.3% | -43.5% |
| 5Y | -1.5% | +28.2% | -29.7% | -25.9% |
| 10Y | +45.0% | -3.4% | +48.4% | -8.3% |
| All | +643.2% | +63.9% | +579.3% | +215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling