-22.8%
LYB vs TRU
-1.3%
-21.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.1% |
| 7D | +0.3% | -2.7% | +3.0% | +0.7% |
| 30D | +2.5% | -2.0% | +4.5% | +2.7% |
| 3M | +1.4% | +18.4% | -17.1% | -2.2% |
| 6M | -3.5% | +8.9% | -12.3% | -6.2% |
| YTD | +52.0% | -8.9% | +60.9% | +53.6% |
| 1Y | +22.1% | -15.9% | +37.9% | +25.8% |
| 3Y | -22.8% | -1.1% | -21.7% | -22.7% |
| All | -22.8% | -1.3% | -21.5% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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