+776.7%
AXP vs LYB
+633.0%
+143.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | -0.1% | +6.1% | -6.2% | -2.5% |
| 30D | +4.4% | +5.3% | -0.9% | +1.9% |
| 3M | -6.4% | +4.3% | -10.7% | -8.8% |
| 6M | +4.2% | -10.8% | +15.0% | +7.1% |
| YTD | -12.4% | +53.8% | -66.1% | -31.0% |
| 1Y | -11.1% | +50.5% | -61.6% | -29.6% |
| 3Y | +114.9% | -16.4% | +131.3% | +114.1% |
| 5Y | +87.4% | -4.8% | +92.2% | +74.2% |
| 10Y | +420.8% | +38.2% | +382.7% | +288.9% |
| All | +776.7% | +633.0% | +143.7% | +200.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling