+447.1%
META vs LYB
+36.9%
+410.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.1% | -2.9% | -1.3% |
| 7D | +3.1% | +3.7% | -0.6% | +2.2% |
| 30D | -18.2% | +6.4% | -24.7% | -19.7% |
| 3M | +7.8% | +2.8% | +5.0% | +6.5% |
| 6M | +3.6% | -12.2% | +15.8% | +5.8% |
| YTD | -5.3% | +52.4% | -57.7% | -19.0% |
| 1Y | +2.7% | +56.8% | -54.0% | -13.3% |
| 3Y | +91.5% | -17.2% | +108.7% | +90.0% |
| 5Y | +84.7% | -5.6% | +90.3% | +75.4% |
| All | +447.1% | +36.9% | +410.1% | +360.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling