+501.7%
SWKS vs LYB
+622.7%
-121.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.9% | +5.4% | +4.5% |
| 7D | +12.5% | -0.2% | +12.7% | +12.6% |
| 30D | +10.5% | +8.7% | +1.8% | +5.4% |
| 3M | -7.4% | -3.0% | -4.4% | -7.2% |
| 6M | +32.7% | +4.7% | +27.9% | +24.6% |
| YTD | +19.2% | +51.6% | -32.4% | -8.9% |
| 1Y | +2.4% | +24.4% | -22.0% | -13.9% |
| 3Y | -25.6% | -23.5% | -2.2% | -20.3% |
| 5Y | -53.4% | -6.5% | -46.9% | -55.9% |
| 10Y | +23.2% | +40.5% | -17.3% | -18.0% |
| All | +501.7% | +622.7% | -121.0% | +42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling