+177.8%
XLE vs LYB
+48.3%
+129.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.8% |
| 7D | +1.7% | +0.3% | +1.4% | +1.5% |
| 30D | +6.7% | +2.5% | +4.3% | +5.2% |
| 3M | +14.9% | +1.4% | +13.5% | +13.5% |
| 6M | +15.9% | -3.5% | +19.4% | +15.6% |
| YTD | +47.7% | +52.0% | -4.3% | +12.9% |
| 1Y | +50.7% | +22.1% | +28.7% | +28.7% |
| 3Y | +57.9% | -22.8% | +80.6% | +70.4% |
| 5Y | +227.0% | -3.4% | +230.4% | +202.0% |
| All | +177.8% | +48.3% | +129.6% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling