+632.8%
LYB vs SU
+234.4%
+398.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +0.3% | +2.2% | -2.0% | -1.0% |
| 30D | +2.5% | +8.4% | -6.0% | -2.2% |
| 3M | +1.4% | +12.1% | -10.7% | -5.2% |
| 6M | -3.5% | +19.7% | -23.2% | -12.6% |
| YTD | +52.0% | +58.4% | -6.4% | +17.7% |
| 1Y | +22.1% | +67.2% | -45.2% | -8.7% |
| 3Y | -22.8% | +125.0% | -147.8% | -52.2% |
| 5Y | -3.4% | +355.1% | -358.4% | -62.9% |
| 10Y | +47.4% | +263.7% | -216.3% | -41.3% |
| All | +632.8% | +234.4% | +398.4% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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