+383.1%
TPR vs LYB
+633.0%
-249.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.6% |
| 7D | -0.3% | +6.1% | -6.4% | -3.3% |
| 30D | +15.1% | +5.3% | +9.8% | +11.4% |
| 3M | +3.5% | +4.3% | -0.8% | 0.0% |
| 6M | +0.4% | -10.8% | +11.2% | +3.7% |
| YTD | +4.6% | +53.8% | -49.2% | -23.7% |
| 1Y | +33.1% | +50.5% | -17.4% | -2.5% |
| 3Y | +396.0% | -16.4% | +412.4% | +382.9% |
| 5Y | +230.3% | -4.8% | +235.1% | +194.9% |
| 10Y | +368.4% | +38.2% | +330.3% | +228.0% |
| All | +383.1% | +633.0% | -249.9% | +28.1% |
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