-4.9%
LYB vs STZ
-37.6%
+32.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.1% | -0.6% |
| 7D | +0.3% | -4.5% | +4.7% | +1.6% |
| 30D | +2.5% | -8.6% | +11.1% | +5.1% |
| 3M | +1.4% | -13.8% | +15.2% | +5.8% |
| 6M | -3.5% | -17.2% | +13.7% | +1.4% |
| YTD | +52.0% | -9.4% | +61.3% | +53.2% |
| 1Y | +22.1% | -11.9% | +33.9% | +24.2% |
| 3Y | -22.8% | -49.6% | +26.8% | -6.3% |
| All | -4.9% | -37.6% | +32.7% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling