+20.2%
SLB vs LYB
+622.7%
-602.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.3% |
| 7D | +0.8% | -0.2% | +1.1% | +1.0% |
| 30D | +15.8% | +8.7% | +7.1% | +10.3% |
| 3M | -0.3% | -3.0% | +2.7% | +0.9% |
| 6M | +21.3% | +4.7% | +16.6% | +12.6% |
| YTD | +52.3% | +51.6% | +0.7% | +12.1% |
| 1Y | +63.6% | +24.4% | +39.3% | +33.9% |
| 3Y | +3.8% | -23.5% | +27.2% | +11.9% |
| 5Y | +128.6% | -6.5% | +135.1% | +118.4% |
| 10Y | -3.1% | +40.5% | -43.5% | -26.8% |
| All | +20.2% | +622.7% | -602.4% | -59.3% |
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