+316.3%
TPR vs LYB
+48.3%
+268.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.2% | +2.8% |
| 7D | -3.0% | +0.3% | -3.3% | -3.2% |
| 30D | -22.6% | +2.5% | -25.1% | -23.9% |
| 3M | -18.2% | +1.4% | -19.6% | -19.9% |
| 6M | -18.0% | -3.5% | -14.5% | -21.4% |
| YTD | -6.4% | +52.0% | -58.4% | -34.8% |
| 1Y | +12.3% | +22.1% | -9.8% | -11.2% |
| 3Y | +298.7% | -22.8% | +321.4% | +312.5% |
| 5Y | +232.5% | -3.4% | +235.9% | +183.9% |
| All | +316.3% | +48.3% | +268.0% | +156.7% |
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