+20.7%
XLK vs LYB
+47.4%
-26.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | -0.5% |
| 7D | -7.6% | -6.2% | -1.4% | -8.2% |
| 30D | -12.2% | +6.3% | -18.5% | -11.5% |
| 3M | -5.5% | +4.1% | -9.5% | -4.9% |
| 6M | +9.2% | -15.5% | +24.6% | +8.6% |
| YTD | +23.0% | +50.2% | -27.2% | +21.7% |
| 1Y | +20.7% | +50.6% | -29.9% | +19.3% |
| All | +20.7% | +47.4% | -26.7% | +19.3% |
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 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