+420.2%
XLP vs LYB
+633.0%
-212.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.6% | +1.3% |
| 7D | +2.5% | +6.1% | -3.6% | +1.6% |
| 30D | +7.3% | +5.3% | +2.0% | +6.3% |
| 3M | +8.1% | +4.3% | +3.8% | +7.1% |
| 6M | +10.5% | -10.8% | +21.3% | +12.0% |
| YTD | +21.2% | +53.8% | -32.6% | +10.8% |
| 1Y | +22.7% | +50.5% | -27.7% | +12.5% |
| 3Y | +44.8% | -16.4% | +61.2% | +44.6% |
| 5Y | +44.7% | -4.8% | +49.5% | +39.6% |
| 10Y | +139.1% | +38.2% | +100.9% | +101.8% |
| All | +420.2% | +633.0% | -212.8% | +209.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling