+25.6%
LYB vs PL
+81.4%
-55.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.4% |
| 7D | -0.7% | -9.0% | +8.3% | -0.9% |
| 30D | +1.5% | -29.6% | +31.1% | +0.7% |
| 3M | -0.3% | -45.7% | +45.4% | -1.5% |
| 6M | +0.1% | -34.3% | +34.3% | +0.8% |
| YTD | +53.4% | -15.4% | +68.8% | +53.8% |
| 1Y | +25.6% | +86.1% | -60.4% | +17.2% |
| All | +25.6% | +81.4% | -55.8% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling