-4.9%
LYB vs S
-69.2%
+64.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +0.3% | -0.7% | +0.9% | +0.3% |
| 30D | +2.5% | -11.4% | +13.9% | +3.1% |
| 3M | +1.4% | +33.8% | -32.4% | -0.9% |
| 6M | -3.5% | +39.5% | -43.0% | -6.2% |
| YTD | +52.0% | +31.7% | +20.3% | +48.1% |
| 1Y | +22.1% | +7.0% | +15.1% | +20.5% |
| 3Y | -22.8% | +11.8% | -34.5% | -24.9% |
| All | -4.9% | -69.2% | +64.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 5y: compounded portfolio wealth divided by compounded S 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…
5y analysis · Full analysis span regression · 6 months rolling