+46.3%
TLT vs LYB
+634.9%
-588.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | +0.2% |
| 7D | +0.4% | -0.9% | +1.3% | +0.3% |
| 30D | -0.3% | +9.5% | -9.8% | +0.9% |
| 3M | -1.7% | +1.3% | -3.0% | -1.4% |
| 6M | -4.9% | -1.7% | -3.2% | -4.5% |
| YTD | -2.8% | +54.1% | -56.9% | +3.6% |
| 1Y | -4.2% | +25.7% | -29.9% | -0.3% |
| 3Y | -1.1% | -20.9% | +19.8% | -2.8% |
| 5Y | -33.7% | -1.5% | -32.2% | -31.7% |
| 10Y | -20.7% | +45.0% | -65.7% | -6.1% |
| All | +46.3% | +634.9% | -588.6% | +160.4% |
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