+81.8%
XLI vs LYB
-4.6%
+86.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -1.7% | +0.3% | -1.9% | -1.7% |
| 30D | -7.3% | +2.5% | -9.7% | -7.9% |
| 3M | -1.3% | +1.4% | -2.7% | -2.0% |
| 6M | +2.2% | -3.5% | +5.7% | +0.6% |
| YTD | +11.7% | +52.0% | -40.3% | -5.9% |
| 1Y | +14.3% | +22.1% | -7.8% | +3.1% |
| 3Y | +70.3% | -22.8% | +93.1% | +79.0% |
| All | +81.8% | -4.6% | +86.5% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling