+1,527.5%
META vs LYB
+265.2%
+1,262.3%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.4% |
| 7D | +6.7% | -0.2% | +6.9% | +6.7% |
| 30D | +4.8% | +8.7% | -4.0% | +2.5% |
| 3M | -1.6% | -3.0% | +1.4% | -1.4% |
| 6M | -7.5% | +4.7% | -12.2% | -10.8% |
| YTD | -6.4% | +51.6% | -58.0% | -18.9% |
| 1Y | -17.3% | +24.4% | -41.7% | -24.8% |
| 3Y | +109.9% | -23.5% | +133.4% | +113.6% |
| 5Y | +65.4% | -6.5% | +71.9% | +58.3% |
| 10Y | +391.8% | +40.5% | +351.4% | +289.5% |
| All | +1,527.5% | +265.2% | +1,262.3% | +1,120.5% |
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