+50.6%
LYB vs EXEL
+92.4%
-41.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.6% |
| 7D | -6.2% | +9.8% | -16.0% | -4.9% |
| 30D | +6.3% | +23.6% | -17.3% | +10.1% |
| 3M | +4.1% | +29.9% | -25.8% | +9.3% |
| 6M | -15.5% | +64.7% | -80.2% | -7.6% |
| YTD | +50.2% | +66.0% | -15.7% | +63.7% |
| 1Y | +50.6% | +92.0% | -41.4% | +67.9% |
| All | +50.6% | +92.4% | -41.8% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling