+282.9%
SPGI vs LYB
+48.3%
+234.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | -7.4% | +0.3% | -7.7% | -7.5% |
| 30D | +0.4% | +2.5% | -2.1% | -0.4% |
| 3M | +5.3% | +1.4% | +3.9% | +4.4% |
| 6M | +1.7% | -3.5% | +5.2% | +0.6% |
| YTD | -16.4% | +52.0% | -68.3% | -27.6% |
| 1Y | -20.5% | +22.1% | -42.5% | -27.2% |
| 3Y | +14.2% | -22.8% | +37.0% | +17.0% |
| 5Y | +0.6% | -3.4% | +3.9% | -5.5% |
| All | +282.9% | +48.3% | +234.6% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling