-25.8%
TE vs LYB
+47.4%
-73.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.7% | +1.2% | -5.0% |
| 7D | +3.8% | -6.2% | +10.0% | +2.0% |
| 30D | -26.2% | +6.3% | -32.5% | -24.7% |
| 3M | -49.7% | +4.1% | -53.8% | -48.7% |
| 6M | -46.5% | -15.5% | -31.0% | -46.2% |
| YTD | -59.1% | +50.2% | -109.4% | -58.7% |
| 1Y | -25.8% | +50.6% | -76.4% | -27.7% |
| All | -25.8% | +47.4% | -73.2% | -27.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling