+309.4%
O vs LYB
+633.9%
-324.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.5% |
| 30D | -2.4% | +4.0% | -6.5% | -3.5% |
| 3M | -0.6% | +2.4% | -3.0% | -1.6% |
| 6M | -5.0% | -1.4% | -3.6% | -6.2% |
| YTD | +10.4% | +53.9% | -43.6% | -3.4% |
| 1Y | +6.6% | +26.1% | -19.5% | -2.3% |
| 3Y | +28.4% | -21.0% | +49.4% | +30.4% |
| 5Y | +15.3% | -0.7% | +16.0% | +7.8% |
| 10Y | +55.3% | +49.3% | +6.1% | +18.6% |
| All | +309.4% | +633.9% | -324.5% | +61.7% |
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 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