+22,727.1%
TSLA vs LYB
+872.3%
+21,854.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.0% |
| 7D | -3.4% | -0.7% | -2.7% | -3.1% |
| 30D | +9.2% | +1.5% | +7.7% | +8.5% |
| 3M | -4.7% | -0.3% | -4.4% | -5.5% |
| 6M | -8.9% | +0.1% | -9.0% | -12.3% |
| YTD | -19.2% | +53.4% | -72.6% | -35.8% |
| 1Y | +4.5% | +25.6% | -21.1% | -10.5% |
| 3Y | +46.3% | -21.3% | +67.6% | +50.9% |
| 5Y | +48.1% | -2.4% | +50.6% | +36.7% |
| 10Y | +2,704.2% | +48.8% | +2,655.5% | +1,803.2% |
| All | +22,727.1% | +872.3% | +21,854.8% | +4,305.2% |
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