+12.3%
QQQ vs LYB
+47.4%
-35.2%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +0.5% |
| 7D | -4.6% | -6.2% | +1.6% | -5.2% |
| 30D | -8.5% | +6.3% | -14.8% | -7.9% |
| 3M | -4.3% | +4.1% | -8.4% | -3.8% |
| 6M | +3.1% | -15.5% | +18.5% | +2.5% |
| YTD | +13.0% | +50.2% | -37.2% | +10.4% |
| 1Y | +12.3% | +50.6% | -38.3% | +9.6% |
| All | +12.3% | +47.4% | -35.2% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling