+1,755.3%
MSCI vs LYB
+622.7%
+1,132.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | +0.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +0.6% | +8.7% | -8.2% | -2.1% |
| 3M | -7.1% | -3.0% | -4.1% | -6.8% |
| 6M | +0.8% | +4.7% | -3.9% | -2.6% |
| YTD | +1.0% | +51.6% | -50.6% | -13.7% |
| 1Y | +4.3% | +24.4% | -20.0% | -5.9% |
| 3Y | +9.9% | -23.5% | +33.4% | +12.8% |
| 5Y | -6.8% | -6.5% | -0.3% | -11.2% |
| 10Y | +614.7% | +40.5% | +574.2% | +428.7% |
| All | +1,755.3% | +622.7% | +1,132.6% | +505.8% |
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