+388.3%
XLU vs LYB
+624.6%
-236.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -1.6% | +0.3% | -1.9% | -1.6% |
| 30D | -3.3% | +2.5% | -5.8% | -3.8% |
| 3M | -3.2% | +1.4% | -4.5% | -3.6% |
| 6M | -7.0% | -3.5% | -3.5% | -7.3% |
| YTD | +0.6% | +52.0% | -51.4% | -7.8% |
| 1Y | +2.4% | +22.1% | -19.6% | -2.9% |
| 3Y | +46.3% | -22.8% | +69.0% | +48.6% |
| 5Y | +44.0% | -3.4% | +47.3% | +38.7% |
| 10Y | +140.1% | +47.4% | +92.7% | +97.0% |
| All | +388.3% | +624.6% | -236.4% | +173.8% |
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