+26.6%
LYB vs P
+494.9%
-468.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.4% |
| 7D | -0.9% | +7.8% | -8.7% | -2.3% |
| 30D | +9.5% | +12.3% | -2.8% | +6.6% |
| 3M | +1.3% | +37.1% | -35.8% | -5.9% |
| 6M | -1.7% | +66.1% | -67.8% | -13.2% |
| YTD | +54.1% | +50.9% | +3.2% | +37.5% |
| 1Y | +25.7% | +27.2% | -1.5% | +14.3% |
| 3Y | -20.9% | +158.7% | -179.6% | -43.1% |
| 5Y | -1.5% | +291.1% | -292.6% | -38.8% |
| 10Y | +45.0% | +715.0% | -670.0% | -26.9% |
| All | +26.6% | +494.9% | -468.4% | -36.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling