+630.9%
LYB vs LSCC
+1,940.5%
-1,309.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.4% |
| 7D | -0.2% | +1.3% | -1.5% | -0.6% |
| 30D | +8.7% | -9.7% | +18.4% | +11.1% |
| 3M | -3.0% | -23.7% | +20.7% | +1.5% |
| 6M | +4.7% | +26.5% | -21.8% | -5.7% |
| YTD | +51.6% | +57.5% | -5.9% | +28.0% |
| 1Y | +24.4% | +75.7% | -51.3% | +1.2% |
| 3Y | -23.5% | +19.5% | -42.9% | -35.4% |
| 5Y | -6.5% | +83.8% | -90.3% | -34.4% |
| 10Y | +40.5% | +1,772.4% | -1,731.9% | -51.6% |
| All | +630.9% | +1,940.5% | -1,309.6% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling