+568.6%
SE vs LYB
+9.3%
+559.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.1% | -4.0% | -4.0% |
| 7D | -3.6% | -3.1% | -0.5% | -2.8% |
| 30D | -5.3% | +4.0% | -9.3% | -6.5% |
| 3M | +28.1% | +2.4% | +25.7% | +26.2% |
| 6M | +20.7% | -1.4% | +22.1% | +17.7% |
| YTD | -14.8% | +53.9% | -68.7% | -29.2% |
| 1Y | -43.6% | +26.1% | -69.7% | -50.2% |
| 3Y | +184.2% | -21.0% | +205.2% | +189.2% |
| 5Y | -66.3% | -0.7% | -65.6% | -68.1% |
| All | +568.6% | +9.3% | +559.3% | +487.0% |
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