+32.2%
LYB vs Z
+13.0%
+19.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | +0.2% |
| 7D | -0.7% | -11.6% | +10.9% | +1.4% |
| 30D | +1.5% | -8.5% | +10.0% | +2.8% |
| 3M | -0.3% | -7.9% | +7.6% | +0.3% |
| 6M | +0.1% | -29.1% | +29.1% | +4.6% |
| YTD | +53.4% | -54.2% | +107.6% | +72.8% |
| 1Y | +25.6% | -63.5% | +89.2% | +47.6% |
| 3Y | -21.3% | -38.6% | +17.3% | -18.8% |
| 5Y | -2.4% | -66.0% | +63.5% | +6.2% |
| 10Y | +48.8% | -6.5% | +55.3% | +11.9% |
| All | +32.2% | +13.0% | +19.2% | -4.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling