-13.1%
LYB vs PL
-62.9%
+49.8%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.3% |
| 7D | -0.6% | +13.4% | -14.0% | +0.2% |
| 30D | +5.3% | -10.2% | +15.5% | +5.0% |
| 3M | -1.2% | -39.5% | +38.3% | -3.6% |
| 6M | -13.1% | -65.7% | +52.6% | -16.4% |
| All | -13.1% | -62.9% | +49.8% | -16.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling