+32.0%
XEL vs LYB
-4.6%
+36.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.2% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -3.9% | +2.5% | -6.4% | -4.2% |
| 3M | -2.8% | +1.4% | -4.2% | -3.1% |
| 6M | -5.4% | -3.5% | -1.9% | -5.7% |
| YTD | +3.8% | +52.0% | -48.2% | -2.5% |
| 1Y | +6.8% | +22.1% | -15.2% | +3.0% |
| 3Y | +45.6% | -22.8% | +68.4% | +49.1% |
| All | +32.0% | -4.6% | +36.6% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling