+118.0%
AXP vs LYB
-5.3%
+123.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.6% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | -4.3% | +9.5% | -13.9% | -7.4% |
| 3M | +4.7% | +1.3% | +3.4% | +3.6% |
| 6M | +9.0% | -1.7% | +10.7% | +6.0% |
| YTD | -11.1% | +54.1% | -65.3% | -30.2% |
| 1Y | +1.3% | +25.7% | -24.4% | -13.2% |
| 3Y | +114.5% | -20.9% | +135.4% | +127.0% |
| 5Y | +118.0% | -1.5% | +119.6% | +98.4% |
| All | +118.0% | -5.3% | +123.4% | +98.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling