+405.1%
META vs LYB
+49.7%
+355.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.3% |
| 7D | +5.5% | -0.7% | +6.2% | +5.7% |
| 30D | +7.6% | +1.5% | +6.0% | +7.0% |
| 3M | +13.0% | -0.3% | +13.2% | +12.5% |
| 6M | -1.3% | +0.1% | -1.4% | -3.7% |
| YTD | -2.2% | +53.4% | -55.6% | -16.1% |
| 1Y | -14.0% | +25.6% | -39.7% | -22.3% |
| 3Y | +118.2% | -21.3% | +139.5% | +120.7% |
| 5Y | +71.7% | -2.4% | +74.1% | +62.2% |
| All | +405.1% | +49.7% | +355.4% | +310.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling