+310.7%
T vs LYB
+631.6%
-320.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -2.4% | -0.7% | -1.7% | -2.3% |
| 30D | +4.3% | +1.5% | +2.7% | +3.9% |
| 3M | +11.6% | -0.3% | +11.8% | +11.4% |
| 6M | -5.6% | +0.1% | -5.6% | -6.6% |
| YTD | +6.6% | +53.4% | -46.9% | -3.8% |
| 1Y | -8.4% | +25.6% | -34.0% | -14.2% |
| 3Y | +107.8% | -21.3% | +129.1% | +111.2% |
| 5Y | +68.3% | -2.4% | +70.7% | +61.1% |
| 10Y | +71.1% | +48.8% | +22.4% | +41.2% |
| All | +310.7% | +631.6% | -320.8% | +137.0% |
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