+29.9%
LYB vs RACE
+640.3%
-610.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | -0.9% | -1.0% | +0.2% | -0.5% |
| 30D | +9.5% | -1.5% | +11.0% | +10.0% |
| 3M | +1.3% | +15.5% | -14.2% | -4.8% |
| 6M | -1.7% | +17.3% | -19.0% | -9.6% |
| YTD | +54.1% | +11.1% | +43.0% | +44.4% |
| 1Y | +25.7% | -14.3% | +40.0% | +29.8% |
| 3Y | -20.9% | +40.2% | -61.1% | -36.6% |
| 5Y | -1.5% | +92.6% | -94.1% | -33.7% |
| 10Y | +45.0% | +786.6% | -741.6% | -42.7% |
| All | +29.9% | +640.3% | -610.4% | -52.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling