-10.6%
LYB vs S
-57.7%
+47.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -3.1% | -1.2% | -1.9% | -3.0% |
| 30D | +4.0% | -12.6% | +16.6% | +4.7% |
| 3M | +2.4% | +27.6% | -25.1% | +0.6% |
| 6M | -1.4% | +35.5% | -36.9% | -3.8% |
| YTD | +53.9% | +29.6% | +24.3% | +50.5% |
| 1Y | +26.1% | +8.1% | +18.0% | +24.6% |
| 3Y | -21.0% | +14.8% | -35.8% | -23.0% |
| 5Y | -0.7% | -70.6% | +69.8% | -4.8% |
| All | -10.6% | -57.7% | +47.1% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling