+1,685.3%
MSCI vs LYB
+634.9%
+1,050.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.7% | -5.5% | -4.2% |
| 7D | -2.1% | -0.9% | -1.2% | -1.9% |
| 30D | -1.7% | +9.5% | -11.3% | -4.5% |
| 3M | -8.2% | +1.3% | -9.5% | -9.1% |
| 6M | -2.4% | -1.7% | -0.7% | -3.9% |
| YTD | -2.8% | +54.1% | -57.0% | -17.4% |
| 1Y | -2.7% | +25.7% | -28.3% | -12.4% |
| 3Y | +7.3% | -20.9% | +28.2% | +9.0% |
| 5Y | -11.4% | -1.5% | -9.9% | -17.0% |
| 10Y | +605.8% | +45.0% | +560.8% | +416.9% |
| All | +1,685.3% | +634.9% | +1,050.5% | +480.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling