+614.6%
XLI vs LYB
+624.6%
-10.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | -1.7% | +0.3% | -1.9% | -1.8% |
| 30D | -7.3% | +2.5% | -9.7% | -8.2% |
| 3M | -1.3% | +1.4% | -2.7% | -2.6% |
| 6M | +2.2% | -3.5% | +5.7% | +0.3% |
| YTD | +11.7% | +52.0% | -40.3% | -8.4% |
| 1Y | +14.3% | +22.1% | -7.8% | +0.9% |
| 3Y | +70.3% | -22.8% | +93.1% | +74.9% |
| 5Y | +82.3% | -3.4% | +85.7% | +68.2% |
| 10Y | +258.4% | +47.4% | +211.1% | +159.4% |
| All | +614.6% | +624.6% | -10.1% | +144.0% |
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