+136.2%
XLP vs LYB
+36.9%
+99.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.1% | -2.5% | -0.7% |
| 7D | -0.2% | +3.7% | -3.9% | -0.8% |
| 30D | +8.2% | +6.4% | +1.7% | +7.0% |
| 3M | +7.7% | +2.8% | +5.0% | +7.0% |
| 6M | +9.3% | -12.2% | +21.5% | +11.1% |
| YTD | +19.5% | +52.4% | -33.0% | +9.0% |
| 1Y | +21.0% | +56.8% | -35.8% | +9.6% |
| 3Y | +43.2% | -17.2% | +60.4% | +43.4% |
| 5Y | +42.7% | -5.6% | +48.3% | +37.5% |
| All | +136.2% | +36.9% | +99.2% | +103.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling