+632.8%
LYB vs EXEL
+884.6%
-251.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.3% | -0.6% |
| 7D | +0.3% | -4.9% | +5.2% | +1.0% |
| 30D | +2.5% | +11.4% | -8.9% | +0.8% |
| 3M | +1.4% | +4.9% | -3.5% | +0.3% |
| 6M | -3.5% | +34.4% | -37.9% | -8.4% |
| YTD | +52.0% | +28.0% | +23.9% | +45.1% |
| 1Y | +22.1% | +43.6% | -21.6% | +14.1% |
| 3Y | -22.8% | +155.2% | -178.0% | -35.1% |
| 5Y | -3.4% | +181.2% | -184.5% | -21.2% |
| 10Y | +47.4% | +368.4% | -321.1% | +3.5% |
| All | +632.8% | +884.6% | -251.7% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling