+46.3%
LYB vs MKTX
+5.0%
+41.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +2.5% | +0.7% | +1.7% | +2.4% |
| 3M | +1.4% | +40.8% | -39.4% | -3.8% |
| 6M | -3.5% | -8.0% | +4.5% | -2.8% |
| YTD | +52.0% | -8.7% | +60.7% | +53.0% |
| 1Y | +22.1% | -11.8% | +33.9% | +23.4% |
| 3Y | -22.8% | -24.0% | +1.3% | -21.6% |
| 5Y | -3.4% | -60.3% | +57.0% | +6.3% |
| All | +46.3% | +5.0% | +41.2% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling