+14.7%
XLF vs LYB
+47.4%
-32.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.7% | +8.3% | +3.3% |
| 7D | +5.5% | -6.2% | +11.7% | +5.2% |
| 30D | +9.9% | +6.3% | +3.6% | +10.1% |
| 3M | +2.6% | +4.1% | -1.4% | +2.7% |
| 6M | +15.6% | -15.5% | +31.1% | +15.2% |
| YTD | +9.4% | +50.2% | -40.8% | +4.3% |
| 1Y | +14.7% | +50.6% | -35.9% | +9.1% |
| All | +14.7% | +47.4% | -32.7% | +9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling