+68.6%
MAR vs LYB
-23.1%
+91.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +1.9% |
| 7D | -0.5% | +0.3% | -0.8% | -0.6% |
| 30D | -5.4% | +2.5% | -7.9% | -5.9% |
| 3M | -15.5% | +1.4% | -16.9% | -15.9% |
| 6M | +3.0% | -3.5% | +6.4% | +0.8% |
| YTD | +8.5% | +52.0% | -43.5% | -9.6% |
| 1Y | +26.0% | +22.1% | +3.9% | +13.2% |
| 3Y | +68.6% | -22.8% | +91.4% | +74.2% |
| All | +68.6% | -23.1% | +91.7% | +74.2% |
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