+1,864.9%
XLK vs LYB
+624.6%
+1,240.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.6% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -0.6% | +2.5% | -3.1% | -1.4% |
| 3M | +2.6% | +1.4% | +1.2% | +1.5% |
| 6M | +34.0% | -3.5% | +37.5% | +32.3% |
| YTD | +30.7% | +52.0% | -21.3% | +11.5% |
| 1Y | +39.2% | +22.1% | +17.1% | +26.1% |
| 3Y | +120.4% | -22.8% | +143.2% | +125.5% |
| 5Y | +148.8% | -3.4% | +152.2% | +134.2% |
| 10Y | +803.3% | +47.4% | +755.9% | +581.7% |
| All | +1,864.9% | +624.6% | +1,240.3% | +705.6% |
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