-22.8%
LYB vs S
+15.4%
-38.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.3% | -0.7% | +0.9% | +0.3% |
| 30D | +2.5% | -11.4% | +13.9% | +3.4% |
| 3M | +1.4% | +33.8% | -32.4% | -2.0% |
| 6M | -3.5% | +39.5% | -43.0% | -7.6% |
| YTD | +52.0% | +31.7% | +20.3% | +46.1% |
| 1Y | +22.1% | +7.0% | +15.1% | +20.1% |
| 3Y | -22.8% | +11.8% | -34.5% | -28.1% |
| All | -22.8% | +15.4% | -38.2% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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