+83.1%
SPY vs LYB
-4.6%
+87.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -0.8% | +0.3% | -1.0% | -0.8% |
| 30D | -1.1% | +2.5% | -3.5% | -1.7% |
| 3M | +3.9% | +1.4% | +2.5% | +3.2% |
| 6M | +13.6% | -3.5% | +17.1% | +12.2% |
| YTD | +12.7% | +52.0% | -39.3% | -3.1% |
| 1Y | +17.5% | +22.1% | -4.5% | +7.6% |
| 3Y | +76.9% | -22.8% | +99.7% | +83.9% |
| All | +83.1% | -4.6% | +87.7% | +75.9% |
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