+103.2%
XLP vs LYB
+48.3%
+54.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.3% | +0.5% |
| 7D | -1.4% | +0.3% | -1.7% | -1.5% |
| 30D | -2.0% | +2.5% | -4.5% | -2.4% |
| 3M | -1.5% | +1.4% | -2.9% | -2.0% |
| 6M | -0.2% | -3.5% | +3.3% | -0.7% |
| YTD | +8.7% | +52.0% | -43.3% | -0.6% |
| 1Y | +6.3% | +22.1% | -15.7% | +0.8% |
| 3Y | +25.1% | -22.8% | +47.9% | +27.0% |
| 5Y | +32.4% | -3.4% | +35.7% | +27.1% |
| All | +103.2% | +48.3% | +54.9% | +72.1% |
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