+184.2%
QLD vs LYB
-20.7%
+204.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.8% | -0.6% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | -1.8% | +9.5% | -11.3% | -4.2% |
| 3M | -1.8% | +1.3% | -3.1% | -2.4% |
| 6M | +36.9% | -1.7% | +38.6% | +32.2% |
| YTD | +28.7% | +54.1% | -25.4% | -0.8% |
| 1Y | +41.9% | +25.7% | +16.2% | +21.2% |
| 3Y | +184.2% | -20.9% | +205.1% | +194.3% |
| All | +184.2% | -20.7% | +204.9% | +194.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling