-0.8%
TOST vs LYB
+47.4%
-48.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -4.7% | +10.2% | +5.1% |
| 7D | +10.7% | -6.2% | +17.0% | +10.2% |
| 30D | +17.7% | +6.3% | +11.4% | +18.2% |
| 3M | +4.6% | +4.1% | +0.5% | +4.9% |
| 6M | +20.3% | -15.5% | +35.7% | +20.2% |
| YTD | -0.4% | +50.2% | -50.6% | -5.9% |
| 1Y | -0.8% | +50.6% | -51.4% | -6.5% |
| All | -0.8% | +47.4% | -48.2% | -6.5% |
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