+481.6%
XLF vs LYB
+624.6%
-143.0%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.6% | +1.0% |
| 7D | -1.5% | +0.3% | -1.7% | -1.6% |
| 30D | -1.2% | +2.5% | -3.6% | -2.3% |
| 3M | +9.2% | +1.4% | +7.8% | +7.7% |
| 6M | +16.3% | -3.5% | +19.8% | +14.4% |
| YTD | +5.4% | +52.0% | -46.6% | -14.5% |
| 1Y | +7.6% | +22.1% | -14.5% | -5.6% |
| 3Y | +74.2% | -22.8% | +97.0% | +79.3% |
| 5Y | +66.1% | -3.4% | +69.5% | +52.9% |
| 10Y | +252.8% | +47.4% | +205.4% | +151.7% |
| All | +481.6% | +624.6% | -143.0% | +85.1% |
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 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