-53.1%
TE vs LYB
+8.1%
-61.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +0.9% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -5.9% | +2.5% | -8.4% | -6.7% |
| 3M | -45.6% | +1.4% | -47.0% | -46.2% |
| 6M | -43.4% | -3.5% | -39.9% | -44.3% |
| YTD | -31.0% | +52.0% | -83.0% | -41.3% |
| 1Y | +145.2% | +22.1% | +123.2% | +121.8% |
| 3Y | -24.1% | -22.8% | -1.3% | -22.7% |
| 5Y | -48.1% | -3.4% | -44.8% | -48.4% |
| All | -53.1% | +8.1% | -61.2% | -53.3% |
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