+754.9%
STM vs LYB
+634.9%
+120.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.4% |
| 7D | +5.2% | -0.9% | +6.1% | +5.6% |
| 30D | -7.4% | +9.5% | -16.9% | -11.9% |
| 3M | -30.6% | +1.3% | -31.9% | -32.1% |
| 6M | +66.4% | -1.7% | +68.1% | +59.4% |
| YTD | +101.1% | +54.1% | +47.0% | +49.4% |
| 1Y | +97.4% | +25.7% | +71.7% | +61.2% |
| 3Y | +21.1% | -20.9% | +42.1% | +27.0% |
| 5Y | +22.5% | -1.5% | +24.0% | +12.6% |
| 10Y | +657.6% | +45.0% | +612.6% | +410.9% |
| All | +754.9% | +634.9% | +120.0% | +106.6% |
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