+37.8%
LYB vs LSCC
+1,351.6%
-1,313.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +2.0% |
| 7D | +6.1% | +7.0% | -0.9% | +4.3% |
| 30D | +5.3% | -2.3% | +7.6% | +4.6% |
| 3M | +4.3% | -12.5% | +16.8% | +5.3% |
| 6M | -10.8% | -10.6% | -0.2% | -12.3% |
| YTD | +53.8% | +52.7% | +1.1% | +28.8% |
| 1Y | +50.5% | +74.0% | -23.5% | +21.4% |
| 3Y | -16.4% | +104.8% | -121.2% | -39.5% |
| 5Y | -4.8% | +36.2% | -41.1% | -28.5% |
| All | +37.8% | +1,351.6% | -1,313.7% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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