+639.9%
LYB vs SPY
+749.5%
-109.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.4% |
| 7D | -0.7% | -2.0% | +1.3% | +1.8% |
| 30D | +1.5% | -1.7% | +3.2% | +3.5% |
| 3M | -0.3% | +4.7% | -5.0% | -6.8% |
| 6M | +0.1% | +12.5% | -12.5% | -16.2% |
| YTD | +53.4% | +11.7% | +41.7% | +29.6% |
| 1Y | +25.6% | +17.5% | +8.2% | -0.5% |
| 3Y | -21.3% | +76.6% | -97.9% | -63.8% |
| 5Y | -2.4% | +82.0% | -84.5% | -58.3% |
| 10Y | +48.8% | +317.1% | -268.4% | -80.0% |
| All | +639.9% | +749.5% | -109.6% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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