-59.1%
ZTS vs LYB
-23.1%
-36.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -0.8% | +2.5% | -3.2% | -1.4% |
| 3M | -9.7% | +1.4% | -11.1% | -10.2% |
| 6M | -38.4% | -3.5% | -34.9% | -39.2% |
| YTD | -41.1% | +52.0% | -93.1% | -49.5% |
| 1Y | -50.6% | +22.1% | -72.7% | -55.0% |
| 3Y | -59.1% | -22.8% | -36.4% | -59.6% |
| All | -59.1% | -23.1% | -36.0% | -59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling