+46.3%
LYB vs LSCC
+1,943.7%
-1,897.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.9% | -5.9% | -2.0% |
| 7D | +0.3% | +3.3% | -3.1% | -0.5% |
| 30D | +2.5% | -7.4% | +9.8% | +4.0% |
| 3M | +1.4% | -16.2% | +17.6% | +3.9% |
| 6M | -3.5% | +31.9% | -35.4% | -13.4% |
| YTD | +52.0% | +62.8% | -10.8% | +28.1% |
| 1Y | +22.1% | +81.4% | -59.3% | -0.8% |
| 3Y | -22.8% | +33.1% | -55.8% | -36.3% |
| 5Y | -3.4% | +90.8% | -94.1% | -32.6% |
| All | +46.3% | +1,943.7% | -1,897.4% | -41.3% |
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