-4.9%
LYB vs SONY
+9.6%
-14.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.3% |
| 7D | +0.3% | -2.7% | +3.0% | +0.8% |
| 30D | +2.5% | +1.5% | +0.9% | +2.0% |
| 3M | +1.4% | +13.0% | -11.6% | -1.7% |
| 6M | -3.5% | +11.2% | -14.7% | -6.5% |
| YTD | +52.0% | -6.6% | +58.6% | +54.2% |
| 1Y | +22.1% | -18.1% | +40.2% | +28.1% |
| 3Y | -22.8% | +42.1% | -64.8% | -32.0% |
| All | -4.9% | +9.6% | -14.6% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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