+927.6%
SBUX vs LYB
+631.6%
+296.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.2% | -0.7% | -5.5% | -6.1% |
| 30D | -6.4% | +1.5% | -8.0% | -7.0% |
| 3M | +1.0% | -0.3% | +1.3% | +0.6% |
| 6M | -0.4% | +0.1% | -0.4% | -2.7% |
| YTD | +20.0% | +53.4% | -33.5% | +1.8% |
| 1Y | +22.8% | +25.6% | -2.9% | +10.3% |
| 3Y | +12.3% | -21.3% | +33.6% | +15.0% |
| 5Y | -6.4% | -2.4% | -4.0% | -11.4% |
| 10Y | +126.5% | +48.8% | +77.7% | +72.4% |
| All | +927.6% | +631.6% | +296.0% | +291.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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