+15.6%
U vs LYB
-23.1%
+38.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.9% | +5.4% | +4.8% |
| 7D | +5.5% | +0.3% | +5.3% | +5.4% |
| 30D | -1.3% | +2.5% | -3.7% | -2.3% |
| 3M | +64.6% | +1.4% | +63.2% | +62.8% |
| 6M | +119.4% | -3.5% | +122.8% | +115.8% |
| YTD | -0.5% | +52.0% | -52.5% | -24.2% |
| 1Y | +1.3% | +22.1% | -20.8% | -12.2% |
| 3Y | +15.6% | -22.8% | +38.4% | +30.6% |
| All | +15.6% | -23.1% | +38.8% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling