+1,258.4%
NET vs LYB
+12.6%
+1,245.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -2.1% | -6.2% | -7.9% |
| 7D | -21.2% | -5.7% | -15.5% | -20.4% |
| 30D | -31.1% | +4.6% | -35.7% | -31.9% |
| 3M | -16.5% | +5.5% | -22.0% | -17.9% |
| 6M | 0.0% | -19.1% | +19.1% | +3.6% |
| YTD | +24.0% | +47.1% | -23.0% | +11.1% |
| 1Y | +7.0% | +49.0% | -42.0% | -4.7% |
| 3Y | +279.6% | -19.1% | +298.7% | +282.1% |
| 5Y | +24.0% | -6.6% | +30.5% | +22.4% |
| All | +1,258.4% | +12.6% | +1,245.8% | +1,140.7% |
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