+57.4%
XLE vs LYB
-22.4%
+79.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +0.5% | -0.7% | +1.2% | +0.7% |
| 30D | +6.6% | +1.5% | +5.0% | +5.9% |
| 3M | +12.3% | -0.3% | +12.6% | +12.1% |
| 6M | +18.4% | +0.1% | +18.3% | +17.0% |
| YTD | +47.2% | +53.4% | -6.2% | +23.3% |
| 1Y | +50.3% | +25.6% | +24.6% | +35.3% |
| All | +57.4% | -22.4% | +79.8% | +76.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling