+38.8%
LYB vs QS
-46.4%
+85.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.9% | -1.0% |
| 7D | +0.3% | -3.6% | +3.9% | +0.4% |
| 30D | +2.5% | -17.2% | +19.7% | +3.4% |
| 3M | +1.4% | -27.0% | +28.4% | +2.6% |
| 6M | -3.5% | -24.6% | +21.1% | -2.9% |
| YTD | +52.0% | -49.3% | +101.3% | +56.1% |
| 1Y | +22.1% | -40.3% | +62.4% | +23.3% |
| 3Y | -22.8% | -23.8% | +1.0% | -25.6% |
| 5Y | -3.4% | -75.0% | +71.6% | -5.9% |
| All | +38.8% | -46.4% | +85.2% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 10y: compounded portfolio wealth divided by compounded QS 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…
10y analysis · Full analysis span regression · 6 months rolling