+51.4%
RSP vs LYB
-22.4%
+73.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -3.1% | -0.7% | -2.4% | -3.0% |
| 30D | -3.4% | +1.5% | -4.9% | -3.7% |
| 3M | +3.6% | -0.3% | +3.9% | +3.5% |
| 6M | +9.0% | +0.1% | +8.9% | +6.7% |
| YTD | +12.2% | +53.4% | -41.3% | -3.3% |
| 1Y | +15.6% | +25.6% | -10.1% | +5.5% |
| All | +51.4% | -22.4% | +73.8% | +57.7% |
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