+597.9%
XYZ vs LYB
+49.7%
+548.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.2% | -0.7% | -4.4% | -4.9% |
| 30D | 0.0% | +1.5% | -1.5% | -1.0% |
| 3M | +18.7% | -0.3% | +19.0% | +17.2% |
| 6M | +20.5% | +0.1% | +20.5% | +14.2% |
| YTD | +21.5% | +53.4% | -32.0% | -9.1% |
| 1Y | +7.2% | +25.6% | -18.4% | -11.8% |
| 3Y | +49.0% | -21.3% | +70.3% | +54.1% |
| 5Y | -68.1% | -2.4% | -65.7% | -70.3% |
| All | +597.9% | +49.7% | +548.2% | +396.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling