+373.3%
XLP vs LYB
+622.7%
-249.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.5% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.9% | +8.7% | -9.6% | -2.3% |
| 3M | +3.8% | -3.0% | +6.8% | +4.0% |
| 6M | -1.7% | +4.7% | -6.5% | -3.6% |
| YTD | +10.3% | +51.6% | -41.3% | +1.2% |
| 1Y | +7.8% | +24.4% | -16.6% | +2.0% |
| 3Y | +27.2% | -23.5% | +50.7% | +29.1% |
| 5Y | +32.5% | -6.5% | +39.0% | +28.3% |
| 10Y | +101.8% | +40.5% | +61.3% | +70.0% |
| All | +373.3% | +622.7% | -249.3% | +183.0% |
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