+46.3%
LYB vs TROW
+130.0%
-83.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TROW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.3% |
| 7D | +0.3% | -3.2% | +3.4% | +2.1% |
| 30D | +2.5% | -4.6% | +7.1% | +5.2% |
| 3M | +1.4% | -0.7% | +2.0% | +0.4% |
| 6M | -3.5% | +22.2% | -25.7% | -16.3% |
| YTD | +52.0% | +6.6% | +45.4% | +42.3% |
| 1Y | +22.1% | +5.8% | +16.2% | +14.6% |
| 3Y | -22.8% | +11.6% | -34.4% | -31.5% |
| 5Y | -3.4% | -38.9% | +35.6% | +22.3% |
| All | +46.3% | +130.0% | -83.8% | -13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TROW.
Daily Out/Under-Performance
Portfolio return minus TROW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TROW 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 10y: compounded portfolio wealth divided by compounded TROW 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…
10y analysis · Full analysis span regression · 6 months rolling