+465.8%
RF vs LYB
+622.7%
-156.9%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | +1.0% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | -3.6% | +8.7% | -12.3% | -8.5% |
| 3M | +8.1% | -3.0% | +11.1% | +8.3% |
| 6M | +11.5% | +4.7% | +6.7% | +2.5% |
| YTD | +15.6% | +51.6% | -36.0% | -15.7% |
| 1Y | +15.7% | +24.4% | -8.7% | -6.5% |
| 3Y | +86.9% | -23.5% | +110.4% | +96.6% |
| 5Y | +89.8% | -6.5% | +96.3% | +73.8% |
| 10Y | +344.7% | +40.5% | +304.2% | +201.3% |
| All | +465.8% | +622.7% | -156.9% | +7.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling