+56.1%
TOST vs LYB
-22.1%
+78.2%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.7% | -3.6% | -2.3% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -3.5% | +9.5% | -13.0% | -5.7% |
| 3M | +38.1% | +1.3% | +36.8% | +37.2% |
| 6M | +9.9% | -1.7% | +11.6% | +7.1% |
| YTD | -6.3% | +54.1% | -60.4% | -25.4% |
| 1Y | -18.3% | +25.7% | -44.0% | -28.7% |
| All | +56.1% | -22.1% | +78.2% | +74.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling