+41.9%
SO vs LYB
-23.1%
+65.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -1.1% | +0.3% | -1.3% | -1.1% |
| 30D | -5.0% | +2.5% | -7.5% | -5.1% |
| 3M | -5.8% | +1.4% | -7.2% | -5.9% |
| 6M | -7.9% | -3.5% | -4.5% | -8.1% |
| YTD | +2.4% | +52.0% | -49.6% | -0.8% |
| 1Y | -2.3% | +22.1% | -24.3% | -3.9% |
| 3Y | +41.9% | -22.8% | +64.6% | +49.0% |
| All | +41.9% | -23.1% | +65.0% | +49.0% |
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