+325.0%
XLB vs LYB
+633.9%
-309.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -2.9% | -3.1% | +0.1% | -1.7% |
| 30D | -3.4% | +4.0% | -7.4% | -5.1% |
| 3M | +1.6% | +2.4% | -0.8% | -0.4% |
| 6M | +3.6% | -1.4% | +5.1% | +0.9% |
| YTD | +14.2% | +53.9% | -39.7% | -9.5% |
| 1Y | +15.6% | +26.1% | -10.5% | -0.9% |
| 3Y | +33.1% | -21.0% | +54.1% | +37.3% |
| 5Y | +35.0% | -0.7% | +35.8% | +23.9% |
| 10Y | +164.5% | +49.3% | +115.3% | +85.1% |
| All | +325.0% | +633.9% | -309.0% | +33.0% |
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