+89.7%
RF vs LYB
-22.2%
+111.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.1% | -3.1% | +3.0% | +0.6% |
| 30D | -4.0% | +4.0% | -8.1% | -5.1% |
| 3M | +5.6% | +2.4% | +3.2% | +4.5% |
| 6M | +13.1% | -1.4% | +14.5% | +10.0% |
| YTD | +13.6% | +53.9% | -40.4% | -9.6% |
| 1Y | +16.0% | +26.1% | -10.1% | +0.6% |
| All | +89.7% | -22.2% | +111.8% | +105.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling