+46.3%
LYB vs EXEL
+375.2%
-328.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.6% |
| 7D | +0.3% | -4.9% | +5.2% | +0.9% |
| 30D | +2.5% | +11.4% | -8.9% | +0.9% |
| 3M | +1.4% | +4.9% | -3.5% | +0.3% |
| 6M | -3.5% | +34.4% | -37.9% | -8.3% |
| YTD | +52.0% | +28.0% | +23.9% | +45.2% |
| 1Y | +22.1% | +43.6% | -21.6% | +14.1% |
| 3Y | -22.8% | +155.2% | -178.0% | -35.4% |
| 5Y | -3.4% | +181.2% | -184.5% | -21.7% |
| All | +46.3% | +375.2% | -328.9% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling