+114.6%
ROST vs LYB
-4.6%
+119.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.5% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -6.9% | +2.5% | -9.3% | -7.5% |
| 3M | -3.3% | +1.4% | -4.7% | -4.0% |
| 6M | +9.0% | -3.5% | +12.5% | +7.3% |
| YTD | +28.9% | +52.0% | -23.1% | +9.9% |
| 1Y | +54.0% | +22.1% | +31.9% | +39.8% |
| 3Y | +100.7% | -22.8% | +123.5% | +109.5% |
| All | +114.6% | -4.6% | +119.3% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling