+96.5%
STM vs LYB
+47.4%
+49.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.7% | -1.3% | -6.5% |
| 7D | -6.0% | -6.2% | +0.2% | -6.6% |
| 30D | -20.9% | +6.3% | -27.3% | -20.5% |
| 3M | -15.8% | +4.1% | -19.8% | -15.3% |
| 6M | -17.0% | -15.5% | -1.6% | -16.9% |
| YTD | +76.8% | +50.2% | +26.6% | +59.3% |
| 1Y | +96.5% | +50.6% | +45.9% | +77.2% |
| All | +96.5% | +47.4% | +49.1% | +77.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling