+133.6%
SLB vs LYB
-1.9%
+135.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -2.4% | -0.7% | -1.7% | -2.1% |
| 30D | +4.9% | +1.5% | +3.3% | +3.9% |
| 3M | +1.4% | -0.3% | +1.7% | +1.1% |
| 6M | +17.6% | +0.1% | +17.6% | +11.9% |
| YTD | +48.3% | +53.4% | -5.1% | +5.0% |
| 1Y | +58.7% | +25.6% | +33.0% | +26.9% |
| 3Y | +0.6% | -21.3% | +21.8% | +10.2% |
| 5Y | +133.6% | -2.4% | +136.0% | +110.8% |
| All | +133.6% | -1.9% | +135.5% | +110.8% |
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