-22.8%
LYB vs STZ
-49.6%
+26.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.7% |
| 7D | +0.3% | -4.5% | +4.7% | +1.4% |
| 30D | +2.5% | -8.6% | +11.1% | +4.8% |
| 3M | +1.4% | -13.8% | +15.2% | +5.3% |
| 6M | -3.5% | -17.2% | +13.7% | +0.9% |
| YTD | +52.0% | -9.4% | +61.3% | +52.4% |
| 1Y | +22.1% | -11.9% | +33.9% | +23.5% |
| 3Y | -22.8% | -49.6% | +26.8% | -9.8% |
| All | -22.8% | -49.6% | +26.8% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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