+747.5%
ON vs LYB
+631.6%
+115.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -4.7% | -0.7% | -4.0% | -4.4% |
| 30D | -13.5% | +1.5% | -15.0% | -14.6% |
| 3M | -36.3% | -0.3% | -36.0% | -37.3% |
| 6M | +17.8% | +0.1% | +17.7% | +11.2% |
| YTD | +29.6% | +53.4% | -23.9% | -6.7% |
| 1Y | +45.8% | +25.6% | +20.1% | +16.8% |
| 3Y | -28.3% | -21.3% | -7.0% | -23.6% |
| 5Y | +49.6% | -2.4% | +52.1% | +41.3% |
| 10Y | +583.9% | +48.8% | +535.2% | +380.5% |
| All | +747.5% | +631.6% | +115.9% | +149.5% |
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