+632.8%
LYB vs SCHG
+1,057.6%
-424.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.7% |
| 7D | +0.3% | -1.0% | +1.3% | +1.2% |
| 30D | +2.5% | -1.3% | +3.7% | +3.4% |
| 3M | +1.4% | +5.4% | -4.1% | -4.2% |
| 6M | -3.5% | +14.4% | -17.9% | -17.0% |
| YTD | +52.0% | +8.0% | +44.0% | +37.6% |
| 1Y | +22.1% | +12.7% | +9.3% | +5.8% |
| 3Y | -22.8% | +85.6% | -108.4% | -60.5% |
| 5Y | -3.4% | +85.5% | -88.9% | -53.7% |
| 10Y | +47.4% | +456.0% | -408.7% | -83.9% |
| All | +632.8% | +1,057.6% | -424.8% | -68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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