+412.4%
META vs LYB
+50.2%
+362.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.1% | +6.7% | +6.6% |
| 7D | +10.3% | -3.1% | +13.4% | +11.0% |
| 30D | +9.9% | +4.0% | +5.8% | +8.7% |
| 3M | +11.9% | +2.4% | +9.5% | +10.7% |
| 6M | +1.2% | -1.4% | +2.6% | -0.9% |
| YTD | -0.8% | +53.9% | -54.7% | -15.0% |
| 1Y | -14.3% | +26.1% | -40.4% | -22.6% |
| 3Y | +121.4% | -21.0% | +142.4% | +123.7% |
| 5Y | +74.5% | -0.7% | +75.2% | +64.1% |
| All | +412.4% | +50.2% | +362.3% | +315.7% |
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 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