+1,449.6%
NET vs LYB
+16.0%
+1,433.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.6% |
| 7D | -7.0% | -0.2% | -6.7% | -7.0% |
| 30D | -4.8% | +8.7% | -13.5% | -6.7% |
| 3M | +3.8% | -3.0% | +6.9% | +4.1% |
| 6M | +50.0% | +4.7% | +45.3% | +46.5% |
| YTD | +41.5% | +51.6% | -10.1% | +26.4% |
| 1Y | +32.8% | +24.4% | +8.5% | +23.7% |
| 3Y | +335.9% | -23.5% | +359.4% | +345.8% |
| 5Y | +113.8% | -6.5% | +120.3% | +111.0% |
| All | +1,449.6% | +16.0% | +1,433.5% | +1,310.9% |
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