+35.8%
MSCI vs LYB
-15.9%
+51.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.3% |
| 7D | +3.0% | +6.1% | -3.1% | +2.5% |
| 30D | +17.8% | +5.3% | +12.5% | +17.1% |
| 3M | +15.2% | +4.3% | +10.9% | +14.5% |
| 6M | +16.5% | -10.8% | +27.3% | +17.5% |
| YTD | +16.4% | +53.8% | -37.4% | +6.3% |
| 1Y | +16.8% | +50.5% | -33.7% | +6.9% |
| 3Y | +35.8% | -16.4% | +52.2% | +36.0% |
| All | +35.8% | -15.9% | +51.6% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling