+2,119.0%
STRL vs LYB
-1.9%
+2,120.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | +5.4% | -0.7% | +6.1% | +5.6% |
| 30D | -9.0% | +1.5% | -10.5% | -9.5% |
| 3M | -37.1% | -0.3% | -36.8% | -37.3% |
| 6M | +17.8% | +0.1% | +17.8% | +14.0% |
| YTD | +58.3% | +53.4% | +4.9% | +27.9% |
| 1Y | +61.0% | +25.6% | +35.4% | +40.3% |
| 3Y | +517.8% | -21.3% | +539.1% | +565.5% |
| 5Y | +2,119.0% | -2.4% | +2,121.5% | +1,953.8% |
| All | +2,119.0% | -1.9% | +2,120.9% | +1,953.8% |
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 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