-22.8%
LYB vs SPG
+106.8%
-129.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | -1.2% | +1.4% | +0.7% |
| 30D | +2.5% | -6.1% | +8.6% | +5.1% |
| 3M | +1.4% | -3.6% | +5.0% | +2.3% |
| 6M | -3.5% | +10.4% | -13.9% | -9.9% |
| YTD | +52.0% | +14.4% | +37.6% | +38.2% |
| 1Y | +22.1% | +16.5% | +5.5% | +9.6% |
| 3Y | -22.8% | +106.8% | -129.6% | -47.4% |
| All | -22.8% | +106.8% | -129.6% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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