+10.5%
RF vs LYB
-12.3%
+22.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +1.4% |
| 7D | +1.9% | +6.1% | -4.2% | +2.9% |
| 30D | +7.3% | +5.3% | +2.0% | +8.3% |
| 3M | -7.9% | +4.3% | -12.2% | -7.2% |
| 6M | +10.5% | -10.8% | +21.3% | +6.2% |
| All | +10.5% | -12.3% | +22.9% | +6.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling