+46.3%
LYB vs P
+718.8%
-672.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.3% | -5.3% | -1.8% |
| 7D | +0.3% | -1.3% | +1.6% | +0.5% |
| 30D | +2.5% | -11.9% | +14.3% | +4.5% |
| 3M | +1.4% | +41.6% | -40.2% | -6.9% |
| 6M | -3.5% | +58.1% | -61.6% | -14.7% |
| YTD | +52.0% | +46.5% | +5.5% | +35.2% |
| 1Y | +22.1% | +19.1% | +3.0% | +11.7% |
| 3Y | -22.8% | +150.6% | -173.4% | -45.9% |
| 5Y | -3.4% | +271.8% | -275.1% | -42.5% |
| All | +46.3% | +718.8% | -672.6% | -31.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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