+70.3%
XLI vs LYB
-23.1%
+93.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | -1.7% | +0.3% | -1.9% | -1.7% |
| 30D | -7.3% | +2.5% | -9.7% | -7.6% |
| 3M | -1.3% | +1.4% | -2.7% | -1.7% |
| 6M | +2.2% | -3.5% | +5.7% | +0.8% |
| YTD | +11.7% | +52.0% | -40.3% | -3.2% |
| 1Y | +14.3% | +22.1% | -7.8% | +5.3% |
| 3Y | +70.3% | -22.8% | +93.1% | +81.3% |
| All | +70.3% | -23.1% | +93.5% | +81.3% |
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 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