+3,222.7%
TER vs LYB
+633.9%
+2,588.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.2% |
| 7D | +12.4% | -3.1% | +15.5% | +13.8% |
| 30D | +5.1% | +4.0% | +1.1% | +3.1% |
| 3M | +4.0% | +2.4% | +1.5% | +1.5% |
| 6M | +29.5% | -1.4% | +31.0% | +23.9% |
| YTD | +98.5% | +53.9% | +44.5% | +52.0% |
| 1Y | +234.1% | +26.1% | +208.0% | +177.7% |
| 3Y | +289.0% | -21.0% | +310.1% | +300.1% |
| 5Y | +228.2% | -0.7% | +228.9% | +198.0% |
| 10Y | +1,895.7% | +49.3% | +1,846.4% | +1,220.3% |
| All | +3,222.7% | +633.9% | +2,588.7% | +594.0% |
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