+1,381.0%
NET vs LYB
+15.0%
+1,366.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.2% | -1.6% |
| 7D | -16.4% | -6.2% | -10.1% | -15.4% |
| 30D | -25.8% | +6.3% | -32.2% | -26.9% |
| 3M | -11.5% | +4.1% | -15.6% | -12.8% |
| 6M | +18.9% | -15.5% | +34.4% | +22.1% |
| YTD | +35.2% | +50.2% | -15.0% | +20.6% |
| 1Y | +14.5% | +50.6% | -36.1% | +1.7% |
| 3Y | +313.8% | -17.4% | +331.2% | +314.7% |
| 5Y | +32.6% | -2.6% | +35.2% | +30.0% |
| All | +1,381.0% | +15.0% | +1,366.0% | +1,246.6% |
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