+460.3%
AXP vs LYB
+50.2%
+410.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -2.5% | -3.1% | +0.6% | -1.1% |
| 30D | -5.0% | +4.0% | -9.1% | -7.0% |
| 3M | +1.4% | +2.4% | -1.1% | -0.9% |
| 6M | +6.0% | -1.4% | +7.4% | +2.3% |
| YTD | -12.3% | +53.9% | -66.3% | -33.6% |
| 1Y | +0.3% | +26.1% | -25.8% | -16.8% |
| 3Y | +111.7% | -21.0% | +132.7% | +118.7% |
| 5Y | +114.5% | -0.7% | +115.3% | +91.6% |
| All | +460.3% | +50.2% | +410.2% | +278.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling