+841.5%
TEL vs LYB
+624.6%
+216.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.5% | +4.0% |
| 7D | +1.6% | +0.3% | +1.3% | +1.4% |
| 30D | -0.7% | +2.5% | -3.1% | -1.9% |
| 3M | +2.4% | +1.4% | +1.0% | +0.9% |
| 6M | +4.1% | -3.5% | +7.6% | +1.5% |
| YTD | -5.8% | +52.0% | -57.8% | -25.4% |
| 1Y | +0.9% | +22.1% | -21.2% | -13.0% |
| 3Y | +72.6% | -22.8% | +95.4% | +77.6% |
| 5Y | +57.5% | -3.4% | +60.9% | +44.4% |
| 10Y | +313.6% | +47.4% | +266.3% | +189.0% |
| All | +841.5% | +624.6% | +216.9% | +175.8% |
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 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