+436.8%
RF vs LYB
+633.0%
-196.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.4% | +0.8% |
| 7D | +1.9% | +6.1% | -4.2% | -1.4% |
| 30D | +7.3% | +5.3% | +2.0% | +3.7% |
| 3M | -7.9% | +4.3% | -12.2% | -11.2% |
| 6M | +10.5% | -10.8% | +21.3% | +14.7% |
| YTD | +9.6% | +53.8% | -44.1% | -21.4% |
| 1Y | +20.3% | +50.5% | -30.2% | -13.2% |
| 3Y | +119.5% | -16.4% | +135.9% | +117.1% |
| 5Y | +48.2% | -4.8% | +53.0% | +33.2% |
| 10Y | +234.3% | +38.2% | +196.1% | +126.6% |
| All | +436.8% | +633.0% | -196.2% | -0.1% |
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