+114.5%
AXP vs LYB
-20.7%
+135.2%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -4.3% | +9.5% | -13.9% | -6.4% |
| 3M | +4.7% | +1.3% | +3.4% | +4.1% |
| 6M | +9.0% | -1.7% | +10.7% | +6.7% |
| YTD | -11.1% | +54.1% | -65.3% | -27.2% |
| 1Y | +1.3% | +25.7% | -24.4% | -10.2% |
| 3Y | +114.5% | -20.9% | +135.4% | +123.2% |
| All | +114.5% | -20.7% | +135.2% | +123.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling