-4.9%
LYB vs STT
+155.2%
-160.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +2.5% | +1.7% | +0.7% | +1.5% |
| 3M | +1.4% | +17.9% | -16.5% | -6.3% |
| 6M | -3.5% | +55.3% | -58.8% | -22.1% |
| YTD | +52.0% | +52.7% | -0.7% | +23.2% |
| 1Y | +22.1% | +75.7% | -53.6% | -7.8% |
| 3Y | -22.8% | +197.9% | -220.7% | -54.8% |
| All | -4.9% | +155.2% | -160.1% | -44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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