+631.8%
SWKS vs LYB
+626.8%
+5.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.1% | +0.6% | +1.7% |
| 7D | +10.9% | +3.7% | +7.2% | +8.9% |
| 30D | +17.6% | +6.4% | +11.1% | +13.7% |
| 3M | +29.2% | +2.8% | +26.4% | +26.9% |
| 6M | +37.0% | -12.2% | +49.2% | +43.8% |
| YTD | +44.9% | +52.4% | -7.5% | +10.3% |
| 1Y | +33.8% | +56.8% | -23.0% | -0.3% |
| 3Y | +10.2% | -17.2% | +27.4% | +13.2% |
| 5Y | -37.0% | -5.6% | -31.4% | -40.6% |
| 10Y | +50.0% | +37.0% | +13.0% | +1.2% |
| All | +631.8% | +626.8% | +5.0% | +72.2% |
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