+33.3%
SHEL vs LYB
+25.6%
+7.7%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.9% | +2.6% | +1.1% |
| 7D | +2.2% | -0.2% | +2.5% | +2.3% |
| 30D | +6.8% | +8.7% | -1.9% | +4.7% |
| 3M | +8.1% | -3.0% | +11.1% | +8.3% |
| 6M | +14.4% | +4.7% | +9.7% | +13.4% |
| YTD | +30.0% | +51.6% | -21.6% | +23.2% |
| 1Y | +33.3% | +24.4% | +9.0% | +23.9% |
| All | +33.3% | +25.6% | +7.7% | +23.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling