+2,677.9%
ORLY vs LYB
+624.6%
+2,053.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -2.4% | +0.3% | -2.6% | -2.4% |
| 30D | -6.8% | +2.5% | -9.2% | -7.3% |
| 3M | -4.8% | +1.4% | -6.1% | -5.3% |
| 6M | -9.1% | -3.5% | -5.6% | -9.7% |
| YTD | -5.9% | +52.0% | -57.9% | -15.1% |
| 1Y | -20.4% | +22.1% | -42.5% | -25.2% |
| 3Y | +36.6% | -22.8% | +59.4% | +38.8% |
| 5Y | +117.3% | -3.4% | +120.7% | +106.2% |
| 10Y | +362.7% | +47.4% | +315.4% | +267.6% |
| All | +2,677.9% | +624.6% | +2,053.3% | +1,386.1% |
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