-3.2%
XLC vs LYB
-0.9%
-2.3%
-11.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +0.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.5% |
| 30D | +2.1% | +2.5% | -0.4% | +2.4% |
| 3M | +0.7% | +1.4% | -0.7% | +0.8% |
| 6M | -3.2% | -3.5% | +0.3% | -2.7% |
| All | -3.2% | -0.9% | -2.3% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling