+32.6%
NET vs LYB
-5.7%
+38.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.2% | -1.3% |
| 7D | -16.4% | -6.2% | -10.1% | -15.0% |
| 30D | -25.8% | +6.3% | -32.2% | -27.4% |
| 3M | -11.5% | +4.1% | -15.6% | -13.4% |
| 6M | +18.9% | -15.5% | +34.4% | +23.7% |
| YTD | +35.2% | +50.2% | -15.0% | +11.4% |
| 1Y | +14.5% | +50.6% | -36.1% | -6.4% |
| 3Y | +313.8% | -17.4% | +331.2% | +325.0% |
| 5Y | +32.6% | -2.6% | +35.2% | +49.4% |
| All | +32.6% | -5.7% | +38.2% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling