+24.3%
W vs LYB
+47.4%
-23.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -4.7% | +15.7% | +9.4% |
| 7D | +8.4% | -6.2% | +14.6% | +6.4% |
| 30D | +16.5% | +6.3% | +10.2% | +19.0% |
| 3M | +6.4% | +4.1% | +2.4% | +8.4% |
| 6M | +90.5% | -15.5% | +106.0% | +88.7% |
| YTD | +23.1% | +50.2% | -27.2% | +5.2% |
| 1Y | +24.3% | +50.6% | -26.3% | +5.0% |
| All | +24.3% | +47.4% | -23.1% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling