+1,054.5%
MAR vs LYB
+631.6%
+422.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -2.1% | -0.7% | -1.4% | -1.8% |
| 30D | -5.7% | +1.5% | -7.2% | -6.5% |
| 3M | -14.6% | -0.3% | -14.3% | -15.3% |
| 6M | +1.3% | +0.1% | +1.3% | -2.7% |
| YTD | +6.7% | +53.4% | -46.7% | -16.1% |
| 1Y | +26.4% | +25.6% | +0.8% | +7.5% |
| 3Y | +64.7% | -21.3% | +86.0% | +68.3% |
| 5Y | +153.1% | -2.4% | +155.5% | +130.8% |
| 10Y | +437.9% | +48.8% | +389.1% | +283.1% |
| All | +1,054.5% | +631.6% | +422.9% | +223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling