+46.3%
LYB vs OMC
+34.2%
+12.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.7% |
| 7D | +0.3% | -4.4% | +4.6% | +2.6% |
| 30D | +2.5% | -7.6% | +10.1% | +6.3% |
| 3M | +1.4% | +4.5% | -3.1% | -3.0% |
| 6M | -3.5% | -0.3% | -3.2% | -6.0% |
| YTD | +52.0% | -0.1% | +52.1% | +44.8% |
| 1Y | +22.1% | +4.6% | +17.4% | +12.3% |
| 3Y | -22.8% | +10.5% | -33.2% | -33.3% |
| 5Y | -3.4% | +31.7% | -35.1% | -29.5% |
| All | +46.3% | +34.2% | +12.1% | +0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 OMC 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