-6.9%
LYB vs PL
+38.8%
-45.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.2% |
| 7D | -0.6% | +13.4% | -14.0% | -1.3% |
| 30D | +5.3% | -10.2% | +15.5% | +5.7% |
| 3M | -1.2% | -39.5% | +38.3% | +1.0% |
| 6M | -13.1% | -65.7% | +52.6% | -9.1% |
| YTD | +49.3% | -27.3% | +76.6% | +47.4% |
| 1Y | +51.8% | +15.0% | +36.8% | +44.2% |
| 3Y | -18.9% | +560.8% | -579.7% | -36.7% |
| 5Y | -6.9% | +38.4% | -45.3% | -23.4% |
| All | -6.9% | +38.8% | -45.7% | -23.4% |
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