+31.3%
XLP vs LYB
-0.7%
+32.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.9% | -3.1% | +0.2% | -2.6% |
| 30D | -2.2% | +4.0% | -6.3% | -2.7% |
| 3M | -0.6% | +2.4% | -3.0% | -1.0% |
| 6M | -2.2% | -1.4% | -0.7% | -3.0% |
| YTD | +8.3% | +53.9% | -45.7% | 0.0% |
| 1Y | +5.7% | +26.1% | -20.4% | +0.4% |
| 3Y | +25.7% | -21.0% | +46.7% | +27.4% |
| 5Y | +31.3% | -0.7% | +32.0% | +25.4% |
| All | +31.3% | -0.7% | +32.0% | +25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling