-16.4%
SWKS vs LYB
-20.7%
+4.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.7% | +0.2% | +1.2% |
| 7D | +11.8% | -0.9% | +12.7% | +12.2% |
| 30D | +6.7% | +9.5% | -2.8% | +2.5% |
| 3M | 0.0% | +1.3% | -1.3% | -1.3% |
| 6M | +38.7% | -1.7% | +40.5% | +35.2% |
| YTD | +21.4% | +54.1% | -32.8% | -10.3% |
| 1Y | +2.9% | +25.7% | -22.8% | -14.2% |
| 3Y | -16.4% | -20.9% | +4.5% | -11.9% |
| All | -16.4% | -20.7% | +4.3% | -11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling