-21.8%
LYB vs LSCC
+24.3%
-46.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.1% |
| 7D | -3.1% | +1.4% | -4.5% | -3.3% |
| 30D | +4.0% | -10.0% | +14.1% | +5.6% |
| 3M | +2.4% | -16.1% | +18.5% | +4.1% |
| 6M | -1.4% | +27.4% | -28.8% | -9.5% |
| YTD | +53.9% | +56.9% | -3.0% | +33.4% |
| 1Y | +26.1% | +74.6% | -48.5% | +5.6% |
| All | -21.8% | +24.3% | -46.1% | -36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling