+26.2%
MAR vs LYB
+25.6%
+0.6%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | 0.0% |
| 7D | -4.2% | -0.2% | -3.9% | -4.2% |
| 30D | -6.7% | +8.7% | -15.4% | -6.2% |
| 3M | -12.5% | -3.0% | -9.5% | -12.4% |
| 6M | +0.6% | +4.7% | -4.2% | -2.7% |
| YTD | +9.1% | +51.6% | -42.5% | -1.7% |
| 1Y | +26.2% | +24.4% | +1.9% | +15.7% |
| All | +26.2% | +25.6% | +0.6% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling