+9.0%
MSFT vs LYB
+47.4%
-38.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -4.7% | +11.4% | +6.3% |
| 7D | +4.7% | -6.2% | +10.9% | +4.3% |
| 30D | +5.8% | +6.3% | -0.5% | +6.2% |
| 3M | +13.0% | +4.1% | +8.9% | +13.1% |
| 6M | +34.9% | -15.5% | +50.4% | +33.7% |
| YTD | +15.7% | +50.2% | -34.6% | +18.5% |
| 1Y | +9.0% | +50.6% | -41.6% | +11.2% |
| All | +9.0% | +47.4% | -38.5% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling