+35.2%
LYFT vs LYB
-23.1%
+58.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | -8.4% | +0.3% | -8.6% | -8.5% |
| 30D | -7.6% | +2.5% | -10.1% | -8.3% |
| 3M | +11.7% | +1.4% | +10.4% | +10.8% |
| 6M | +15.1% | -3.5% | +18.6% | +12.8% |
| YTD | -20.9% | +52.0% | -72.9% | -38.4% |
| 1Y | -16.4% | +22.1% | -38.4% | -26.9% |
| 3Y | +35.2% | -22.8% | +58.0% | +49.3% |
| All | +35.2% | -23.1% | +58.4% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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