-4.9%
LYB vs STLA
-62.8%
+57.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -1.6% |
| 7D | +0.3% | -2.9% | +3.1% | +1.1% |
| 30D | +2.5% | +0.9% | +1.5% | +1.8% |
| 3M | +1.4% | -21.6% | +23.0% | +8.3% |
| 6M | -3.5% | -21.6% | +18.1% | +0.7% |
| YTD | +52.0% | -50.4% | +102.4% | +83.7% |
| 1Y | +22.1% | -43.6% | +65.6% | +38.4% |
| 3Y | -22.8% | -66.4% | +43.6% | -0.7% |
| All | -4.9% | -62.8% | +57.9% | +14.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 5y: compounded portfolio wealth divided by compounded STLA 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…
5y analysis · Full analysis span regression · 6 months rolling