-38.4%
U vs LYB
+18.8%
-57.2%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | 0.0% | -0.7% | +0.7% | +0.2% |
| 30D | -4.1% | +1.5% | -5.6% | -4.8% |
| 3M | +57.8% | -0.3% | +58.1% | +56.9% |
| 6M | +103.5% | +0.1% | +103.5% | +97.6% |
| YTD | -4.8% | +53.4% | -58.2% | -25.1% |
| 1Y | -2.4% | +25.6% | -28.0% | -16.1% |
| 3Y | +11.7% | -21.3% | +32.9% | +17.8% |
| 5Y | -68.9% | -2.4% | -66.4% | -68.7% |
| All | -38.4% | +18.8% | -57.2% | -36.8% |
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