+752.2%
SPY vs LYB
+633.9%
+118.3%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | -0.4% | -3.1% | +2.7% | +0.5% |
| 30D | -1.4% | +4.0% | -5.4% | -2.6% |
| 3M | +3.7% | +2.4% | +1.3% | +2.4% |
| 6M | +13.0% | -1.4% | +14.4% | +11.0% |
| YTD | +12.4% | +53.9% | -41.5% | -4.3% |
| 1Y | +18.5% | +26.1% | -7.5% | +6.5% |
| 3Y | +77.6% | -21.0% | +98.7% | +80.7% |
| 5Y | +81.7% | -0.7% | +82.4% | +69.4% |
| 10Y | +319.7% | +49.3% | +270.4% | +215.2% |
| All | +752.2% | +633.9% | +118.3% | +244.4% |
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