+50.5%
LYB vs LSCC
+72.6%
-22.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.3% | +0.4% |
| 7D | +6.1% | +7.0% | -0.9% | +6.8% |
| 30D | +5.3% | -2.3% | +7.6% | +5.8% |
| 3M | +4.3% | -12.5% | +16.8% | +4.3% |
| 6M | -10.8% | -10.6% | -0.2% | -9.9% |
| YTD | +53.8% | +52.7% | +1.1% | +47.2% |
| 1Y | +50.5% | +74.0% | -23.5% | +38.9% |
| All | +50.5% | +72.6% | -22.2% | +38.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling