-48.9%
TOST vs LYB
-0.4%
-48.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | -5.9% | -0.7% | -5.2% | -5.7% |
| 30D | -8.4% | +1.5% | -10.0% | -9.1% |
| 3M | +31.4% | -0.3% | +31.7% | +30.7% |
| 6M | +10.5% | +0.1% | +10.5% | +6.0% |
| YTD | -10.1% | +53.4% | -63.5% | -31.0% |
| 1Y | -19.9% | +25.6% | -45.6% | -32.3% |
| 3Y | +53.3% | -21.3% | +74.6% | +65.0% |
| All | -48.9% | -0.4% | -48.5% | -54.4% |
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 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