+572.3%
SWKS vs LYB
+589.5%
-17.1%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -2.0% | -1.1% |
| 7D | -3.1% | -8.3% | +5.2% | +1.1% |
| 30D | +8.3% | +0.9% | +7.4% | +7.5% |
| 3M | +20.2% | -2.3% | +22.5% | +21.0% |
| 6M | +24.9% | -13.8% | +38.7% | +32.2% |
| YTD | +33.2% | +44.6% | -11.5% | +3.9% |
| 1Y | +23.6% | +50.6% | -27.0% | -6.2% |
| 3Y | +1.3% | -21.4% | +22.7% | +6.7% |
| 5Y | -40.6% | -8.0% | -32.6% | -43.4% |
| 10Y | +35.3% | +28.2% | +7.1% | -5.7% |
| All | +572.3% | +589.5% | -17.1% | +62.3% |
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