-12.8%
SHOP vs LYB
-4.6%
-8.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.7% | +2.0% |
| 7D | -11.2% | +0.3% | -11.5% | -11.4% |
| 30D | -14.4% | +2.5% | -16.8% | -15.3% |
| 3M | +16.6% | +1.4% | +15.2% | +14.9% |
| 6M | -0.6% | -3.5% | +2.9% | -3.7% |
| YTD | -20.0% | +52.0% | -72.0% | -38.7% |
| 1Y | -11.2% | +22.1% | -33.3% | -24.4% |
| 3Y | +99.5% | -22.8% | +122.3% | +115.4% |
| All | -12.8% | -4.6% | -8.2% | -12.3% |
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