+43.2%
TER vs LYB
+47.4%
-4.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -4.7% | -2.1% | -7.7% |
| 7D | -19.9% | -6.2% | -13.7% | -20.7% |
| 30D | -43.5% | +6.3% | -49.9% | -42.7% |
| 3M | -37.8% | +4.1% | -41.9% | -36.9% |
| 6M | -25.6% | -15.5% | -10.1% | -26.2% |
| YTD | +29.8% | +50.2% | -20.4% | +18.8% |
| 1Y | +43.2% | +50.6% | -7.4% | +31.3% |
| All | +43.2% | +47.4% | -4.2% | +31.3% |
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 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