+164.3%
ZTS vs LYB
+103.4%
+60.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.4% |
| 7D | -3.7% | +0.3% | -4.0% | -3.8% |
| 30D | -0.8% | +2.5% | -3.2% | -1.5% |
| 3M | -9.7% | +1.4% | -11.1% | -10.3% |
| 6M | -38.4% | -3.5% | -34.9% | -38.9% |
| YTD | -41.1% | +52.0% | -93.1% | -48.4% |
| 1Y | -50.6% | +22.1% | -72.7% | -54.4% |
| 3Y | -59.1% | -22.8% | -36.4% | -58.2% |
| 5Y | -62.7% | -3.4% | -59.4% | -64.5% |
| 10Y | +58.1% | +47.4% | +10.7% | +20.6% |
| All | +164.3% | +103.4% | +60.9% | +82.2% |
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