+181.2%
TSCO vs LYB
+48.3%
+133.0%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | -5.7% | +0.3% | -5.9% | -5.7% |
| 30D | -8.8% | +2.5% | -11.2% | -9.3% |
| 3M | +6.3% | +1.4% | +4.9% | +5.6% |
| 6M | -32.3% | -3.5% | -28.8% | -33.0% |
| YTD | -32.7% | +52.0% | -84.7% | -40.8% |
| 1Y | -43.7% | +22.1% | -65.7% | -48.0% |
| 3Y | -19.7% | -22.8% | +3.1% | -18.0% |
| 5Y | -11.6% | -3.4% | -8.3% | -15.7% |
| All | +181.2% | +48.3% | +133.0% | +135.7% |
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