+47.6%
TSLA vs LYB
-4.6%
+52.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.8% |
| 7D | +3.2% | +0.3% | +2.9% | +3.1% |
| 30D | +11.6% | +2.5% | +9.1% | +10.7% |
| 3M | -8.4% | +1.4% | -9.8% | -9.2% |
| 6M | -10.4% | -3.5% | -6.9% | -12.4% |
| YTD | -18.7% | +52.0% | -70.7% | -35.6% |
| 1Y | -0.9% | +22.1% | -23.0% | -13.7% |
| 3Y | +33.6% | -22.8% | +56.3% | +38.9% |
| All | +47.6% | -4.6% | +52.2% | +47.1% |
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 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