-67.1%
SE vs LYB
-4.6%
-62.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | -5.2% | +0.3% | -5.5% | -5.3% |
| 30D | -17.1% | +2.5% | -19.5% | -17.8% |
| 3M | +24.0% | +1.4% | +22.6% | +22.8% |
| 6M | +21.0% | -3.5% | +24.5% | +18.2% |
| YTD | -16.7% | +52.0% | -68.7% | -33.2% |
| 1Y | -45.9% | +22.1% | -68.0% | -52.5% |
| 3Y | +177.8% | -22.8% | +200.6% | +197.2% |
| All | -67.1% | -4.6% | -62.5% | -67.1% |
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 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