-2.1%
LYB vs EXE
+188.3%
-190.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -0.7% | -2.2% | +1.5% | 0.0% |
| 30D | +1.5% | -0.8% | +2.3% | +1.8% |
| 3M | -0.3% | +10.0% | -10.3% | -3.1% |
| 6M | +0.1% | -6.3% | +6.4% | +1.8% |
| YTD | +53.4% | -10.7% | +64.1% | +57.5% |
| 1Y | +25.6% | +2.7% | +23.0% | +23.0% |
| 3Y | -21.3% | +19.1% | -40.4% | -28.3% |
| 5Y | -2.4% | +105.4% | -107.9% | -28.2% |
| All | -2.1% | +188.3% | -190.4% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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