-0.7%
LYB vs PL
+72.5%
-73.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | 0.0% |
| 7D | -3.1% | -13.9% | +10.8% | -2.4% |
| 30D | +4.0% | -25.5% | +29.5% | +5.5% |
| 3M | +2.4% | -44.8% | +47.2% | +5.1% |
| 6M | -1.4% | -33.3% | +31.9% | -1.1% |
| YTD | +53.9% | -12.7% | +66.6% | +51.0% |
| 1Y | +26.1% | +90.9% | -64.8% | +16.0% |
| 3Y | -21.0% | +528.5% | -549.5% | -37.9% |
| 5Y | -0.7% | +72.7% | -73.5% | -17.3% |
| All | -0.7% | +72.5% | -73.3% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling