+1,668.7%
V vs LYB
+633.9%
+1,034.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.9% | -3.1% | +0.2% | -2.0% |
| 30D | +1.9% | +4.0% | -2.2% | +0.5% |
| 3M | +13.2% | +2.4% | +10.8% | +11.8% |
| 6M | +16.7% | -1.4% | +18.2% | +14.7% |
| YTD | +5.4% | +53.9% | -48.6% | -10.8% |
| 1Y | +7.7% | +26.1% | -18.4% | -3.6% |
| 3Y | +52.0% | -21.0% | +73.0% | +54.5% |
| 5Y | +67.7% | -0.7% | +68.5% | +55.3% |
| 10Y | +384.8% | +49.3% | +335.5% | +257.9% |
| All | +1,668.7% | +633.9% | +1,034.8% | +611.4% |
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