+458.4%
AXP vs LYB
+49.7%
+408.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.8% | -0.7% | -2.1% | -2.5% |
| 30D | -5.9% | +1.5% | -7.4% | -6.8% |
| 3M | +2.6% | -0.3% | +2.9% | +1.6% |
| 6M | +6.4% | +0.1% | +6.4% | +1.9% |
| YTD | -12.6% | +53.4% | -66.0% | -33.8% |
| 1Y | +0.2% | +25.6% | -25.4% | -16.7% |
| 3Y | +110.9% | -21.3% | +132.2% | +118.3% |
| 5Y | +114.7% | -2.4% | +117.2% | +93.5% |
| All | +458.4% | +49.7% | +408.8% | +277.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling