+632.8%
LYB vs TECH
+426.8%
+206.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +2.5% | 0.0% | +2.5% | +2.5% |
| 3M | +1.4% | +33.7% | -32.3% | -9.9% |
| 6M | -3.5% | +34.9% | -38.4% | -16.7% |
| YTD | +52.0% | +23.2% | +28.8% | +35.6% |
| 1Y | +22.1% | +36.3% | -14.3% | +3.8% |
| 3Y | -22.8% | +2.3% | -25.0% | -29.9% |
| 5Y | -3.4% | -42.9% | +39.5% | +7.9% |
| 10Y | +47.4% | +188.4% | -141.0% | -37.0% |
| All | +632.8% | +426.8% | +206.0% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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