+639.9%
LYB vs SPG
+402.6%
+237.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -0.7% | -2.2% | +1.5% | +0.4% |
| 30D | +1.5% | -5.8% | +7.3% | +4.6% |
| 3M | -0.3% | -2.8% | +2.5% | +0.6% |
| 6M | +0.1% | +8.9% | -8.8% | -5.9% |
| YTD | +53.4% | +14.3% | +39.2% | +40.3% |
| 1Y | +25.6% | +19.5% | +6.2% | +12.1% |
| 3Y | -21.3% | +106.9% | -128.1% | -48.0% |
| 5Y | -2.4% | +108.7% | -111.2% | -37.8% |
| 10Y | +48.8% | +63.8% | -15.0% | +2.5% |
| All | +639.9% | +402.6% | +237.3% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling