+114.9%
AXP vs LYB
-15.9%
+130.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -0.1% | +6.1% | -6.2% | -1.3% |
| 30D | +4.4% | +5.3% | -0.9% | +3.1% |
| 3M | -6.4% | +4.3% | -10.7% | -7.6% |
| 6M | +4.2% | -10.8% | +15.0% | +6.5% |
| YTD | -12.4% | +53.8% | -66.1% | -28.5% |
| 1Y | -11.1% | +50.5% | -61.6% | -27.2% |
| 3Y | +114.9% | -16.4% | +131.3% | +124.0% |
| All | +114.9% | -15.9% | +130.7% | +124.0% |
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