-4.9%
LYB vs Z
-64.7%
+59.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.0% | -4.9% | -1.4% |
| 7D | +0.3% | -6.0% | +6.3% | +0.9% |
| 30D | +2.5% | -2.3% | +4.7% | +2.5% |
| 3M | +1.4% | -0.6% | +2.0% | +0.9% |
| 6M | -3.5% | -27.6% | +24.1% | -0.6% |
| YTD | +52.0% | -52.4% | +104.3% | +66.0% |
| 1Y | +22.1% | -63.6% | +85.6% | +38.8% |
| 3Y | -22.8% | -36.4% | +13.6% | -20.4% |
| All | -4.9% | -64.7% | +59.7% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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