+44.8%
XLP vs LYB
-15.9%
+60.7%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.4% |
| 7D | +2.5% | +6.1% | -3.6% | +2.1% |
| 30D | +7.3% | +5.3% | +2.0% | +6.8% |
| 3M | +8.1% | +4.3% | +3.8% | +7.6% |
| 6M | +10.5% | -10.8% | +21.3% | +11.2% |
| YTD | +21.2% | +53.8% | -32.6% | +13.1% |
| 1Y | +22.7% | +50.5% | -27.7% | +14.7% |
| 3Y | +44.8% | -16.4% | +61.2% | +42.3% |
| All | +44.8% | -15.9% | +60.7% | +42.3% |
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 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