+1,347.2%
SHW vs LYB
+633.9%
+713.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.6% |
| 7D | -3.2% | -3.1% | -0.1% | -2.5% |
| 30D | -11.4% | +4.0% | -15.4% | -12.4% |
| 3M | +3.5% | +2.4% | +1.1% | +2.0% |
| 6M | -3.4% | -1.4% | -1.9% | -5.6% |
| YTD | -0.3% | +53.9% | -54.3% | -14.9% |
| 1Y | -10.4% | +26.1% | -36.5% | -19.5% |
| 3Y | +21.3% | -21.0% | +42.3% | +22.5% |
| 5Y | +12.9% | -0.7% | +13.6% | +4.7% |
| 10Y | +284.1% | +49.3% | +234.8% | +186.9% |
| All | +1,347.2% | +633.9% | +713.2% | +592.1% |
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