+216.4%
TER vs LYB
-4.6%
+221.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | +6.4% | +0.3% | +6.1% | +6.3% |
| 30D | -5.7% | +2.5% | -8.1% | -6.6% |
| 3M | -0.4% | +1.4% | -1.8% | -1.4% |
| 6M | +25.8% | -3.5% | +29.3% | +21.2% |
| YTD | +96.4% | +52.0% | +44.4% | +48.2% |
| 1Y | +229.2% | +22.1% | +207.2% | +176.0% |
| 3Y | +288.1% | -22.8% | +310.9% | +309.8% |
| All | +216.4% | -4.6% | +221.0% | +208.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling