-4.9%
LYB vs REPL
-59.3%
+54.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.9% |
| 7D | +0.3% | -14.1% | +14.4% | +0.3% |
| 30D | +2.5% | -15.2% | +17.7% | +2.5% |
| 3M | +1.4% | +49.9% | -48.5% | +1.0% |
| 6M | -3.5% | +63.5% | -67.0% | -3.5% |
| YTD | +52.0% | +32.9% | +19.1% | +52.1% |
| 1Y | +22.1% | +115.0% | -92.9% | +21.2% |
| 3Y | -22.8% | -34.7% | +11.9% | -23.6% |
| All | -4.9% | -59.3% | +54.3% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 5y: compounded portfolio wealth divided by compounded REPL 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…
5y analysis · Full analysis span regression · 6 months rolling