-22.8%
LYB vs SPXU
-79.9%
+57.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -1.5% |
| 7D | +0.3% | +2.5% | -2.2% | +0.8% |
| 30D | +2.5% | +4.2% | -1.7% | +3.4% |
| 3M | +1.4% | -9.3% | +10.6% | -0.9% |
| 6M | -3.5% | -30.7% | +27.2% | -12.2% |
| YTD | +52.0% | -28.1% | +80.1% | +40.6% |
| 1Y | +22.1% | -35.2% | +57.3% | +10.0% |
| 3Y | -22.8% | -79.9% | +57.2% | -47.0% |
| All | -22.8% | -79.9% | +57.2% | -47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling