-22.8%
LYB vs SM
-0.9%
-21.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | +4.6% | -4.3% | -1.5% |
| 30D | +2.5% | +18.2% | -15.7% | -4.1% |
| 3M | +1.4% | +22.5% | -21.1% | -7.0% |
| 6M | -3.5% | +50.6% | -54.0% | -18.4% |
| YTD | +52.0% | +108.1% | -56.1% | +13.7% |
| 1Y | +22.1% | +46.0% | -23.9% | +2.7% |
| 3Y | -22.8% | +2.9% | -25.6% | -34.2% |
| All | -22.8% | -0.9% | -21.9% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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