-48.6%
TOST vs LYB
-1.3%
-47.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.9% |
| 7D | -5.4% | +0.3% | -5.7% | -5.5% |
| 30D | -5.7% | +2.5% | -8.2% | -6.7% |
| 3M | +30.1% | +1.4% | +28.7% | +28.5% |
| 6M | +11.9% | -3.5% | +15.4% | +9.1% |
| YTD | -9.5% | +52.0% | -61.5% | -30.4% |
| 1Y | -21.3% | +22.1% | -43.3% | -32.5% |
| 3Y | +50.7% | -22.8% | +73.4% | +63.6% |
| All | -48.6% | -1.3% | -47.3% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling