-4.0%
LYB vs THC
+257.8%
-261.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.1% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | +1.5% | +1.5% | 0.0% | +1.3% |
| 3M | -0.3% | +59.9% | -60.2% | -7.0% |
| 6M | +0.1% | +11.0% | -10.9% | -1.8% |
| YTD | +53.4% | +32.6% | +20.9% | +45.6% |
| 1Y | +25.6% | +37.4% | -11.7% | +18.3% |
| 3Y | -21.3% | +252.5% | -273.8% | -38.6% |
| All | -4.0% | +257.8% | -261.8% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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