+4.1%
TEL vs LYB
-0.9%
+5.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +3.3% |
| 7D | +1.6% | +0.3% | +1.3% | +1.7% |
| 30D | -0.7% | +2.5% | -3.1% | +0.1% |
| 3M | +2.4% | +1.4% | +1.0% | +3.1% |
| 6M | +4.1% | -3.5% | +7.6% | +5.8% |
| All | +4.1% | -0.9% | +5.0% | +5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling