+265.4%
XLE vs LYB
+634.9%
-369.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +0.3% |
| 7D | 0.0% | -0.9% | +0.9% | +0.4% |
| 30D | +12.6% | +9.5% | +3.1% | +7.5% |
| 3M | +11.8% | +1.3% | +10.6% | +10.7% |
| 6M | +16.1% | -1.7% | +17.8% | +14.9% |
| YTD | +46.9% | +54.1% | -7.3% | +14.2% |
| 1Y | +53.3% | +25.7% | +27.6% | +30.7% |
| 3Y | +54.9% | -20.9% | +75.9% | +63.5% |
| 5Y | +225.7% | -1.5% | +227.2% | +202.0% |
| 10Y | +170.7% | +45.0% | +125.7% | +96.0% |
| All | +265.4% | +634.9% | -369.4% | +26.7% |
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 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