+469.9%
LYB vs XYL
+456.4%
+13.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.2% |
| 7D | +0.3% | +1.2% | -0.9% | -0.5% |
| 30D | +2.5% | -11.9% | +14.4% | +10.8% |
| 3M | +1.4% | -1.5% | +2.9% | +1.0% |
| 6M | -3.5% | -11.9% | +8.4% | +2.0% |
| YTD | +52.0% | -20.6% | +72.6% | +70.4% |
| 1Y | +22.1% | -23.5% | +45.6% | +40.1% |
| 3Y | -22.8% | +14.9% | -37.6% | -34.6% |
| 5Y | -3.4% | -15.3% | +11.9% | -2.6% |
| 10Y | +47.4% | +148.6% | -101.3% | -28.6% |
| All | +469.9% | +456.4% | +13.6% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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