+165.4%
W vs LYB
+16.5%
+149.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | +5.9% | -3.1% | +9.0% | +7.4% |
| 30D | -3.0% | +4.0% | -7.1% | -5.2% |
| 3M | +40.3% | +2.4% | +37.9% | +36.0% |
| 6M | +32.2% | -1.4% | +33.7% | +24.3% |
| YTD | -0.3% | +53.9% | -54.2% | -28.0% |
| 1Y | +16.2% | +26.1% | -9.9% | -7.2% |
| 3Y | +40.7% | -21.0% | +61.7% | +47.0% |
| 5Y | -62.3% | -0.7% | -61.6% | -64.5% |
| 10Y | +162.2% | +49.3% | +113.0% | +76.9% |
| All | +165.4% | +16.5% | +149.0% | +81.3% |
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