-5.5%
TOST vs LYB
+57.8%
-63.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.5% |
| 7D | 0.0% | +6.1% | -6.1% | +0.5% |
| 30D | +16.2% | +5.3% | +10.9% | +16.6% |
| 3M | -1.5% | +4.3% | -5.9% | -1.2% |
| 6M | +55.3% | -10.8% | +66.1% | +55.7% |
| YTD | -2.3% | +53.8% | -56.1% | -9.9% |
| 1Y | -5.5% | +50.5% | -56.0% | -12.4% |
| All | -5.5% | +57.8% | -63.3% | -12.4% |
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 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