+7,285.0%
STRL vs LYB
+48.3%
+7,236.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.3% | +5.8% |
| 7D | +5.0% | +0.3% | +4.8% | +4.9% |
| 30D | -6.9% | +2.5% | -9.4% | -8.2% |
| 3M | -39.1% | +1.4% | -40.4% | -40.2% |
| 6M | +21.5% | -3.5% | +25.0% | +17.9% |
| YTD | +66.9% | +52.0% | +14.9% | +26.0% |
| 1Y | +61.6% | +22.1% | +39.6% | +34.8% |
| 3Y | +560.0% | -22.8% | +582.8% | +584.3% |
| 5Y | +2,238.9% | -3.4% | +2,242.2% | +1,976.5% |
| All | +7,285.0% | +48.3% | +7,236.7% | +4,638.2% |
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 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