+59.8%
ON vs LYB
-4.6%
+64.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.5% | +9.0% |
| 7D | +2.4% | +0.3% | +2.1% | +2.1% |
| 30D | -8.6% | +2.5% | -11.1% | -10.3% |
| 3M | -34.3% | +1.4% | -35.7% | -35.9% |
| 6M | +28.5% | -3.5% | +32.0% | +22.3% |
| YTD | +40.6% | +52.0% | -11.4% | -7.7% |
| 1Y | +55.3% | +22.1% | +33.3% | +19.8% |
| 3Y | -22.2% | -22.8% | +0.6% | -13.8% |
| All | +59.8% | -4.6% | +64.5% | +55.7% |
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 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