-13.3%
TSLA vs LYB
+47.4%
-60.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.7% | +1.4% | -4.0% |
| 7D | -4.7% | -6.2% | +1.5% | -5.5% |
| 30D | +1.7% | +6.3% | -4.6% | +2.8% |
| 3M | +17.7% | +4.1% | +13.6% | +18.7% |
| 6M | -1.9% | -15.5% | +13.6% | -2.8% |
| YTD | -14.3% | +50.2% | -64.6% | -10.0% |
| 1Y | -13.3% | +50.6% | -63.9% | -8.5% |
| All | -13.3% | +47.4% | -60.7% | -8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling