+15.2%
RF vs LYB
+26.2%
-10.9%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | -4.3% | +1.5% | -5.8% | -4.3% |
| 3M | +5.9% | -0.3% | +6.1% | +6.2% |
| 6M | +14.1% | +0.1% | +14.1% | +12.1% |
| YTD | +13.8% | +53.4% | -39.7% | +0.9% |
| 1Y | +15.2% | +25.6% | -10.4% | +5.0% |
| All | +15.2% | +26.2% | -10.9% | +5.0% |
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 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