+122.5%
QLD vs LYB
-0.7%
+123.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.9% | -3.1% | +5.0% | +3.1% |
| 30D | -1.8% | +4.0% | -5.8% | -3.6% |
| 3M | -0.1% | +2.4% | -2.5% | -2.1% |
| 6M | +32.6% | -1.4% | +34.0% | +26.4% |
| YTD | +27.9% | +53.9% | -26.0% | -7.3% |
| 1Y | +40.3% | +26.1% | +14.2% | +13.6% |
| 3Y | +182.5% | -21.0% | +203.5% | +200.0% |
| 5Y | +122.5% | -0.7% | +123.3% | +110.2% |
| All | +122.5% | -0.7% | +123.2% | +110.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling