-68.4%
XYZ vs LYB
-0.7%
-67.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | -3.7% | -3.1% | -0.6% | -2.5% |
| 30D | +0.5% | +4.0% | -3.5% | -1.5% |
| 3M | +16.3% | +2.4% | +13.9% | +13.7% |
| 6M | +21.1% | -1.4% | +22.6% | +14.9% |
| YTD | +22.0% | +53.9% | -32.0% | -12.6% |
| 1Y | +5.2% | +26.1% | -20.9% | -15.5% |
| 3Y | +49.6% | -21.0% | +70.6% | +63.0% |
| 5Y | -68.4% | -0.7% | -67.7% | -69.9% |
| All | -68.4% | -0.7% | -67.7% | -69.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling