+335.4%
RF vs LYB
+49.7%
+285.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -1.6% | -0.7% | -0.9% | -1.3% |
| 30D | -4.3% | +1.5% | -5.8% | -5.5% |
| 3M | +5.9% | -0.3% | +6.1% | +4.5% |
| 6M | +14.1% | +0.1% | +14.1% | +7.8% |
| YTD | +13.8% | +53.4% | -39.7% | -19.2% |
| 1Y | +15.2% | +25.6% | -10.4% | -8.5% |
| 3Y | +90.6% | -21.3% | +111.9% | +98.9% |
| 5Y | +88.9% | -2.4% | +91.3% | +66.8% |
| All | +335.4% | +49.7% | +285.7% | +175.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling