+317.5%
TMUS vs LYB
+48.3%
+269.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.9% | +3.1% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | +3.5% | +2.5% | +1.1% | +3.0% |
| 3M | -1.3% | +1.4% | -2.7% | -1.7% |
| 6M | -13.6% | -3.5% | -10.1% | -13.8% |
| YTD | -8.8% | +52.0% | -60.7% | -16.4% |
| 1Y | -22.9% | +22.1% | -44.9% | -26.7% |
| 3Y | +36.7% | -22.8% | +59.5% | +39.7% |
| 5Y | +46.6% | -3.4% | +50.0% | +40.6% |
| All | +317.5% | +48.3% | +269.3% | +243.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling