+46.3%
LYB vs ZBRA
+435.2%
-389.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.8% | -2.8% | -1.6% |
| 7D | +0.3% | -3.4% | +3.7% | +1.4% |
| 30D | +2.5% | -7.4% | +9.9% | +5.0% |
| 3M | +1.4% | +57.5% | -56.1% | -15.9% |
| 6M | -3.5% | +64.0% | -67.5% | -22.4% |
| YTD | +52.0% | +44.3% | +7.7% | +27.3% |
| 1Y | +22.1% | +10.9% | +11.2% | +12.7% |
| 3Y | -22.8% | +37.5% | -60.3% | -37.2% |
| 5Y | -3.4% | -39.7% | +36.3% | +4.7% |
| All | +46.3% | +435.2% | -389.0% | -23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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