+632.8%
LYB vs MKTX
+1,098.3%
-465.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +1.4% | +40.8% | -39.4% | -6.8% |
| 6M | -3.5% | -8.0% | +4.5% | -2.7% |
| YTD | +52.0% | -8.7% | +60.7% | +53.2% |
| 1Y | +22.1% | -11.8% | +33.9% | +23.8% |
| 3Y | -22.8% | -24.0% | +1.3% | -21.3% |
| 5Y | -3.4% | -60.3% | +57.0% | +12.5% |
| 10Y | +47.4% | +5.0% | +42.4% | +15.6% |
| All | +632.8% | +1,098.3% | -465.5% | +121.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling