+7,347.1%
SHOP vs LYB
+17.3%
+7,329.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -13.2% | -0.7% | -12.5% | -13.1% |
| 30D | -17.0% | +1.5% | -18.6% | -17.7% |
| 3M | +17.0% | -0.3% | +17.3% | +15.9% |
| 6M | -2.1% | +0.1% | -2.2% | -5.6% |
| YTD | -21.4% | +53.4% | -74.8% | -36.1% |
| 1Y | -11.0% | +25.6% | -36.6% | -22.5% |
| 3Y | +100.9% | -21.3% | +122.2% | +106.0% |
| 5Y | -14.7% | -2.4% | -12.3% | -19.2% |
| 10Y | +2,984.8% | +48.8% | +2,936.0% | +2,001.1% |
| All | +7,347.1% | +17.3% | +7,329.8% | +6,310.6% |
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