+26.9%
WMT vs LYB
+47.1%
-20.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -1.2% |
| 7D | +5.3% | -5.7% | +11.1% | +5.2% |
| 30D | +19.1% | +4.6% | +14.6% | +19.2% |
| 3M | +14.0% | +5.5% | +8.5% | +13.7% |
| 6M | -1.9% | -19.1% | +17.2% | -2.8% |
| YTD | +15.4% | +47.1% | -31.7% | +12.2% |
| 1Y | +26.9% | +49.0% | -22.1% | +23.6% |
| All | +26.9% | +47.1% | -20.2% | +23.6% |
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 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