+27.1%
XLP vs LYB
-20.7%
+47.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.3% | -0.8% |
| 7D | -1.4% | -0.9% | -0.6% | -1.4% |
| 30D | -1.3% | +9.5% | -10.8% | -2.0% |
| 3M | +1.8% | +1.3% | +0.6% | +1.6% |
| 6M | -0.8% | -1.7% | +0.9% | -1.6% |
| YTD | +9.5% | +54.1% | -44.6% | +2.1% |
| 1Y | +7.2% | +25.7% | -18.5% | +2.4% |
| 3Y | +27.1% | -20.9% | +48.1% | +28.5% |
| All | +27.1% | -20.7% | +47.8% | +28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling