+146.0%
QLD vs LYB
-15.9%
+161.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.3% | -2.6% |
| 7D | +7.0% | +6.1% | +0.9% | +5.8% |
| 30D | -14.3% | +5.3% | -19.6% | -15.4% |
| 3M | -16.0% | +4.3% | -20.3% | -17.2% |
| 6M | -14.2% | -10.8% | -3.4% | -12.0% |
| YTD | +12.8% | +53.8% | -41.0% | -12.8% |
| 1Y | +14.1% | +50.5% | -36.4% | -11.3% |
| 3Y | +146.0% | -16.4% | +162.4% | +149.0% |
| All | +146.0% | -15.9% | +161.8% | +149.0% |
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