+0.1%
LYB vs XME
+2.2%
-2.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.8% |
| 7D | -0.7% | -3.0% | +2.3% | -1.1% |
| 30D | +1.5% | -2.6% | +4.1% | +1.3% |
| 3M | -0.3% | +2.2% | -2.4% | +0.8% |
| 6M | +0.1% | +0.7% | -0.6% | +4.5% |
| All | +0.1% | +2.2% | -2.1% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 6mo: compounded portfolio wealth divided by compounded XME 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…
6mo analysis · Full analysis span regression · 6 months rolling