+46.3%
LYB vs USFR
+28.1%
+18.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.1% |
| 7D | +0.3% | +0.1% | +0.1% | 0.0% |
| 30D | +2.5% | +0.4% | +2.1% | +1.7% |
| 3M | +1.4% | +1.0% | +0.3% | -0.7% |
| 6M | -3.5% | +2.0% | -5.5% | -7.2% |
| YTD | +52.0% | +2.8% | +49.2% | +44.1% |
| 1Y | +22.1% | +4.1% | +18.0% | +13.0% |
| 3Y | -22.8% | +14.1% | -36.9% | -40.4% |
| 5Y | -3.4% | +20.6% | -23.9% | -34.1% |
| All | +46.3% | +28.1% | +18.1% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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