+59.5%
SCHW vs LYB
-4.6%
+64.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.2% |
| 7D | -1.9% | +0.3% | -2.1% | -2.0% |
| 30D | -1.6% | +2.5% | -4.1% | -2.4% |
| 3M | +21.3% | +1.4% | +19.9% | +20.3% |
| 6M | +16.5% | -3.5% | +20.0% | +15.0% |
| YTD | +8.4% | +52.0% | -43.6% | -9.6% |
| 1Y | +15.6% | +22.1% | -6.4% | +4.1% |
| 3Y | +86.8% | -22.8% | +109.6% | +103.4% |
| All | +59.5% | -4.6% | +64.1% | +47.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling