-22.0%
LYB vs RACE
+40.4%
-62.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | -0.7% | -2.2% | +1.5% | -0.5% |
| 30D | +1.5% | -0.4% | +1.9% | +1.6% |
| 3M | -0.3% | +17.9% | -18.2% | -2.1% |
| 6M | +0.1% | +19.3% | -19.2% | -2.4% |
| YTD | +53.4% | +11.9% | +41.6% | +51.4% |
| 1Y | +25.6% | -12.7% | +38.4% | +30.8% |
| All | -22.0% | +40.4% | -62.4% | -26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 3y: compounded portfolio wealth divided by compounded RACE 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…
3y analysis · Full analysis span regression · 6 months rolling