+632.8%
LYB vs SONY
+284.3%
+348.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.6% | -1.5% |
| 7D | +0.3% | -2.7% | +3.0% | +1.1% |
| 30D | +2.5% | +1.5% | +0.9% | +1.8% |
| 3M | +1.4% | +13.0% | -11.6% | -3.4% |
| 6M | -3.5% | +11.2% | -14.7% | -8.2% |
| YTD | +52.0% | -6.6% | +58.6% | +53.5% |
| 1Y | +22.1% | -18.1% | +40.2% | +28.7% |
| 3Y | -22.8% | +42.1% | -64.8% | -35.3% |
| 5Y | -3.4% | +11.0% | -14.4% | -13.3% |
| 10Y | +47.4% | +289.2% | -241.8% | -17.3% |
| All | +632.8% | +284.3% | +348.5% | +280.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling