+49.0%
LYB vs VRSK
-2.2%
+51.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.9% | -9.0% | -2.0% |
| 7D | -5.7% | +10.9% | -16.6% | -5.7% |
| 30D | +4.6% | +28.0% | -23.4% | +5.0% |
| 3M | +5.5% | +12.3% | -6.9% | +5.5% |
| 6M | -19.1% | +17.8% | -36.9% | -19.3% |
| YTD | +47.1% | -4.7% | +51.8% | +48.7% |
| 1Y | +49.0% | -0.2% | +49.2% | +44.3% |
| All | +49.0% | -2.2% | +51.2% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling