+234.9%
TPR vs LYB
-4.9%
+239.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | -0.3% | +6.1% | -6.4% | -2.0% |
| 30D | +15.1% | +5.3% | +9.8% | +12.9% |
| 3M | +3.5% | +4.3% | -0.8% | +1.5% |
| 6M | +0.4% | -10.8% | +11.2% | +3.0% |
| YTD | +4.6% | +53.8% | -49.2% | -19.5% |
| 1Y | +33.1% | +50.5% | -17.4% | +2.7% |
| 3Y | +396.0% | -16.4% | +412.4% | +413.2% |
| All | +234.9% | -4.9% | +239.8% | +204.6% |
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