+2,031.9%
MSFT vs LYB
+633.9%
+1,397.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -1.0% | -3.1% | +2.1% | -0.3% |
| 30D | -2.7% | +4.0% | -6.7% | -3.7% |
| 3M | +22.1% | +2.4% | +19.7% | +20.9% |
| 6M | +20.6% | -1.4% | +22.0% | +19.0% |
| YTD | +2.3% | +53.9% | -51.6% | -10.5% |
| 1Y | -0.5% | +26.1% | -26.6% | -9.0% |
| 3Y | +50.5% | -21.0% | +71.6% | +52.6% |
| 5Y | +72.3% | -0.7% | +73.1% | +61.4% |
| 10Y | +885.0% | +49.3% | +835.8% | +645.6% |
| All | +2,031.9% | +633.9% | +1,397.9% | +839.8% |
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