+49.0%
LYB vs SPXU
-21.6%
+70.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +13.2% | -15.3% | -4.8% |
| 7D | -5.7% | +14.2% | -20.0% | -8.5% |
| 30D | +4.6% | +19.3% | -14.8% | +0.5% |
| 3M | +5.5% | +16.2% | -10.7% | +2.0% |
| 6M | -19.1% | -3.5% | -15.6% | -18.7% |
| YTD | +47.1% | -19.2% | +66.3% | +58.0% |
| 1Y | +49.0% | -20.7% | +69.7% | +60.4% |
| All | +49.0% | -21.6% | +70.6% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 1y: compounded portfolio wealth divided by compounded SPXU 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…
1y analysis · Full analysis span regression · 6 months rolling