-22.8%
LYB vs RL
+202.0%
-224.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.7% | -1.1% |
| 7D | +0.3% | -3.4% | +3.7% | +0.9% |
| 30D | +2.5% | -14.4% | +16.9% | +5.3% |
| 3M | +1.4% | -13.6% | +15.0% | +3.8% |
| 6M | -3.5% | +0.6% | -4.0% | -5.9% |
| YTD | +52.0% | -3.6% | +55.6% | +49.7% |
| 1Y | +22.1% | +8.3% | +13.7% | +15.6% |
| 3Y | -22.8% | +204.8% | -227.6% | -47.1% |
| All | -22.8% | +202.0% | -224.8% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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