+19.9%
OXY vs LYB
+624.6%
-604.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.1% |
| 7D | +2.8% | +0.3% | +2.6% | +2.6% |
| 30D | +5.5% | +2.5% | +3.0% | +3.7% |
| 3M | +11.3% | +1.4% | +9.9% | +10.2% |
| 6M | +11.6% | -3.5% | +15.1% | +12.9% |
| YTD | +51.6% | +52.0% | -0.4% | +12.9% |
| 1Y | +36.2% | +22.1% | +14.2% | +15.1% |
| 3Y | +1.7% | -22.8% | +24.5% | +12.9% |
| 5Y | +164.5% | -3.4% | +167.8% | +149.3% |
| 10Y | +6.1% | +47.4% | -41.3% | -15.7% |
| All | +19.9% | +624.6% | -604.7% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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