+177.8%
SE vs LYB
-23.1%
+201.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.2% |
| 7D | -5.2% | +0.3% | -5.5% | -5.2% |
| 30D | -17.1% | +2.5% | -19.5% | -17.4% |
| 3M | +24.0% | +1.4% | +22.6% | +23.6% |
| 6M | +21.0% | -3.5% | +24.5% | +19.3% |
| YTD | -16.7% | +52.0% | -68.7% | -27.5% |
| 1Y | -45.9% | +22.1% | -68.0% | -49.4% |
| 3Y | +177.8% | -22.8% | +200.6% | +194.1% |
| All | +177.8% | -23.1% | +201.0% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling