+329.0%
TPR vs LYB
+634.9%
-305.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.7% | -5.4% | -4.6% |
| 7D | -3.4% | -0.9% | -2.5% | -3.0% |
| 30D | -27.3% | +9.5% | -36.8% | -30.7% |
| 3M | -16.2% | +1.3% | -17.5% | -17.8% |
| 6M | -17.9% | -1.7% | -16.1% | -21.4% |
| YTD | -7.1% | +54.1% | -61.2% | -31.6% |
| 1Y | +13.6% | +25.7% | -12.1% | -7.8% |
| 3Y | +293.7% | -20.9% | +314.7% | +299.4% |
| 5Y | +239.1% | -1.5% | +240.6% | +200.0% |
| 10Y | +311.2% | +45.0% | +266.2% | +185.1% |
| All | +329.0% | +634.9% | -305.9% | +14.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling