+620.6%
MSCI vs LYB
+48.3%
+572.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.5% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -1.1% | +2.5% | -3.6% | -1.9% |
| 3M | -6.3% | +1.4% | -7.7% | -7.1% |
| 6M | +2.1% | -3.5% | +5.6% | +1.2% |
| YTD | -2.3% | +52.0% | -54.2% | -15.2% |
| 1Y | -3.9% | +22.1% | -26.0% | -11.8% |
| 3Y | +7.5% | -22.8% | +30.2% | +10.2% |
| 5Y | -9.8% | -3.4% | -6.4% | -14.0% |
| All | +620.6% | +48.3% | +572.3% | +458.2% |
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