+12.0%
SHW vs LYB
-4.6%
+16.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.8% | +2.0% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -10.0% | +2.5% | -12.5% | -10.4% |
| 3M | +2.3% | +1.4% | +0.9% | +1.8% |
| 6M | +0.7% | -3.5% | +4.2% | -1.0% |
| YTD | +0.5% | +52.0% | -51.5% | -13.0% |
| 1Y | -11.5% | +22.1% | -33.5% | -19.0% |
| 3Y | +21.3% | -22.8% | +44.1% | +24.0% |
| All | +12.0% | -4.6% | +16.6% | +8.5% |
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