+19.4%
SLB vs LYB
+634.9%
-615.5%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.7% |
| 7D | +0.4% | -0.9% | +1.3% | +0.9% |
| 30D | +13.6% | +9.5% | +4.1% | +7.7% |
| 3M | +1.5% | +1.3% | +0.2% | +0.2% |
| 6M | +23.0% | -1.7% | +24.8% | +18.9% |
| YTD | +51.2% | +54.1% | -2.9% | +10.2% |
| 1Y | +63.5% | +25.7% | +37.8% | +33.0% |
| 3Y | +2.5% | -20.9% | +23.4% | +8.5% |
| 5Y | +139.2% | -1.5% | +140.7% | +121.6% |
| 10Y | -4.8% | +45.0% | -49.7% | -29.2% |
| All | +19.4% | +634.9% | -615.5% | -60.0% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling