-1.4%
LYB vs SPG
+10.1%
-11.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | -1.8% |
| 7D | -3.1% | -1.7% | -1.4% | -4.2% |
| 30D | +4.0% | -6.3% | +10.3% | -0.5% |
| 3M | +2.4% | -2.4% | +4.9% | +1.9% |
| 6M | -1.4% | +9.6% | -11.1% | +12.2% |
| All | -1.4% | +10.1% | -11.5% | +12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling