+597.0%
SCHW vs LYB
+624.6%
-27.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | +0.3% |
| 7D | -1.9% | +0.3% | -2.1% | -2.0% |
| 30D | -1.6% | +2.5% | -4.1% | -2.9% |
| 3M | +21.3% | +1.4% | +19.9% | +19.5% |
| 6M | +16.5% | -3.5% | +20.0% | +14.4% |
| YTD | +8.4% | +52.0% | -43.6% | -14.7% |
| 1Y | +15.6% | +22.1% | -6.4% | -0.6% |
| 3Y | +86.8% | -22.8% | +109.6% | +92.0% |
| 5Y | +60.5% | -3.4% | +63.9% | +45.9% |
| 10Y | +297.7% | +47.4% | +250.4% | +171.5% |
| All | +597.0% | +624.6% | -27.6% | +123.2% |
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