+547.1%
XYZ vs LYB
+23.6%
+523.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +2.0% | +2.4% |
| 7D | -1.1% | +6.1% | -7.2% | -3.7% |
| 30D | +11.5% | +5.3% | +6.2% | +8.1% |
| 3M | +1.8% | +4.3% | -2.5% | -1.5% |
| 6M | +21.2% | -10.8% | +32.0% | +24.6% |
| YTD | +29.9% | +53.8% | -23.8% | -3.1% |
| 1Y | +35.8% | +50.5% | -14.7% | +1.7% |
| 3Y | +62.6% | -16.4% | +79.0% | +60.9% |
| 5Y | -62.8% | -4.8% | -58.0% | -65.2% |
| 10Y | +612.0% | +38.2% | +573.8% | +389.2% |
| All | +547.1% | +23.6% | +523.5% | +299.0% |
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 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