-0.4%
SLB vs LYB
-22.4%
+22.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +4.9% | +1.5% | +3.3% | +4.2% |
| 3M | +1.4% | -0.3% | +1.7% | +1.2% |
| 6M | +17.6% | +0.1% | +17.6% | +12.8% |
| YTD | +48.3% | +53.4% | -5.1% | +10.4% |
| 1Y | +58.7% | +25.6% | +33.0% | +31.6% |
| All | -0.4% | -22.4% | +22.0% | +11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling