+3,343.4%
STX vs LYB
+48.3%
+3,295.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.9% | -2.8% | -3.4% |
| 7D | -2.3% | +0.3% | -2.5% | -2.3% |
| 30D | -5.5% | +2.5% | -7.9% | -6.5% |
| 3M | -4.3% | +1.4% | -5.7% | -5.3% |
| 6M | +115.6% | -3.5% | +119.1% | +112.0% |
| YTD | +202.2% | +52.0% | +150.2% | +141.9% |
| 1Y | +325.3% | +22.1% | +303.2% | +269.3% |
| 3Y | +1,283.9% | -22.8% | +1,306.7% | +1,341.8% |
| 5Y | +1,048.3% | -3.4% | +1,051.7% | +980.1% |
| All | +3,343.4% | +48.3% | +3,295.2% | +2,514.0% |
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