+872.6%
LYB vs STLA
+246.1%
+626.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.4% |
| 7D | -3.1% | +0.4% | -3.5% | -3.3% |
| 30D | +4.0% | -5.2% | +9.2% | +5.3% |
| 3M | +2.4% | -24.9% | +27.3% | +10.5% |
| 6M | -1.4% | -25.2% | +23.7% | +4.7% |
| YTD | +53.9% | -51.4% | +105.4% | +84.2% |
| 1Y | +26.1% | -40.7% | +66.8% | +40.0% |
| 3Y | -21.0% | -66.3% | +45.2% | +1.4% |
| 5Y | -0.7% | -63.2% | +62.5% | +21.2% |
| 10Y | +49.3% | +48.7% | +0.5% | +30.9% |
| All | +872.6% | +246.1% | +626.5% | +779.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling