+39.7%
LYB vs Q
+78.4%
-38.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | 0.0% |
| 7D | -3.1% | +6.6% | -9.7% | -2.7% |
| 30D | +4.0% | -6.6% | +10.6% | +3.6% |
| 3M | +2.4% | -13.2% | +15.6% | +1.9% |
| 6M | -1.4% | +9.9% | -11.4% | -0.1% |
| YTD | +53.9% | +53.9% | 0.0% | +50.4% |
| All | +39.7% | +78.4% | -38.7% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 all: compounded portfolio wealth divided by compounded Q 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…
all analysis · Full analysis span regression · 6 months rolling