-5.3%
SYK vs LYB
+47.1%
-52.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.6% |
| 7D | +7.5% | -5.7% | +13.2% | +6.8% |
| 30D | +20.4% | +4.6% | +15.9% | +20.6% |
| 3M | -0.3% | +5.5% | -5.7% | 0.0% |
| 6M | +14.2% | -19.1% | +33.2% | +12.5% |
| YTD | -3.8% | +47.1% | -50.9% | -10.0% |
| 1Y | -5.3% | +49.0% | -54.3% | -11.8% |
| All | -5.3% | +47.1% | -52.4% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling