+8,561.8%
QLD vs LYB
+622.7%
+7,939.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.2% | +1.3% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.1% | +8.7% | -8.8% | -5.1% |
| 3M | -8.4% | -3.0% | -5.3% | -8.3% |
| 6M | +32.2% | +4.7% | +27.5% | +21.0% |
| YTD | +28.9% | +51.6% | -22.7% | -6.2% |
| 1Y | +43.8% | +24.4% | +19.5% | +15.8% |
| 3Y | +176.6% | -23.5% | +200.1% | +188.7% |
| 5Y | +121.6% | -6.5% | +128.1% | +104.5% |
| 10Y | +1,652.9% | +40.5% | +1,612.5% | +1,018.7% |
| All | +8,561.8% | +622.7% | +7,939.1% | +1,514.9% |
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