+39.1%
SWKS vs LYB
+50.2%
-11.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.6% |
| 7D | +6.8% | -3.1% | +9.9% | +8.3% |
| 30D | +11.3% | +4.0% | +7.2% | +9.0% |
| 3M | +4.1% | +2.4% | +1.6% | +1.5% |
| 6M | +39.7% | -1.4% | +41.1% | +36.0% |
| YTD | +23.2% | +53.9% | -30.7% | -5.5% |
| 1Y | +5.3% | +26.1% | -20.8% | -11.4% |
| 3Y | -15.1% | -21.0% | +5.9% | -10.7% |
| 5Y | -50.3% | -0.7% | -49.6% | -54.1% |
| All | +39.1% | +50.2% | -11.1% | -2.6% |
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 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