+1,502.1%
QLD vs LYB
+38.1%
+1,464.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.9% |
| 7D | +7.0% | +6.1% | +0.9% | +3.9% |
| 30D | -14.3% | +5.3% | -19.6% | -16.9% |
| 3M | -16.0% | +4.3% | -20.3% | -18.9% |
| 6M | -14.2% | -10.8% | -3.4% | -11.6% |
| YTD | +12.8% | +53.8% | -41.0% | -18.7% |
| 1Y | +14.1% | +50.5% | -36.4% | -17.3% |
| 3Y | +146.0% | -16.4% | +162.4% | +142.6% |
| 5Y | +82.0% | -4.8% | +86.8% | +66.5% |
| All | +1,502.1% | +38.1% | +1,464.0% | +1,118.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling