-11.7%
LYB vs PL
+40.9%
-52.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +6.1% | +10.0% | -3.9% | +5.6% |
| 30D | +5.3% | -2.3% | +7.6% | +5.3% |
| 3M | +4.3% | -44.2% | +48.5% | +7.0% |
| 6M | -10.8% | -66.1% | +55.3% | -6.7% |
| YTD | +53.8% | -30.0% | +83.7% | +52.0% |
| 1Y | +50.5% | +21.0% | +29.4% | +42.3% |
| 3Y | -16.4% | +516.5% | -532.9% | -34.6% |
| 5Y | -4.8% | +32.0% | -36.8% | -20.6% |
| All | -11.7% | +40.9% | -52.6% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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