-2.2%
LYB vs ZYBT
-58.9%
+56.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | +0.3% | -3.7% | +4.0% | +0.3% |
| 30D | +2.5% | 0.0% | +2.5% | +2.5% |
| 3M | +1.4% | +72.2% | -70.8% | -1.3% |
| 6M | -3.5% | +103.1% | -106.6% | -7.2% |
| YTD | +52.0% | +34.8% | +17.2% | +47.5% |
| 1Y | +22.1% | -83.2% | +105.2% | +24.4% |
| All | -2.2% | -58.9% | +56.7% | -6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling