+28.7%
LYB vs RUN
-34.5%
+63.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.9% |
| 7D | +0.3% | -3.7% | +4.0% | +0.7% |
| 30D | +2.5% | -13.0% | +15.5% | +3.9% |
| 3M | +1.4% | -31.8% | +33.2% | +4.9% |
| 6M | -3.5% | -32.2% | +28.7% | -1.1% |
| YTD | +52.0% | -53.5% | +105.5% | +60.3% |
| 1Y | +22.1% | -46.5% | +68.6% | +25.4% |
| 3Y | -22.8% | -37.6% | +14.8% | -32.5% |
| 5Y | -3.4% | -80.9% | +77.5% | -8.1% |
| 10Y | +47.4% | +41.3% | +6.1% | -10.2% |
| All | +28.7% | -34.5% | +63.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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