-25.9%
STRL vs LYB
+47.4%
-73.3%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -4.7% | -16.7% | -22.1% |
| 7D | -27.1% | -6.2% | -20.8% | -27.8% |
| 30D | -45.8% | +6.3% | -52.1% | -45.1% |
| 3M | -47.6% | +4.1% | -51.7% | -47.0% |
| 6M | -46.4% | -15.5% | -31.0% | -46.9% |
| YTD | -7.4% | +50.2% | -57.6% | -2.7% |
| 1Y | -25.9% | +50.6% | -76.5% | -21.8% |
| All | -25.9% | +47.4% | -73.3% | -21.8% |
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