+606.9%
XLV vs LYB
+624.6%
-17.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | 0.0% |
| 7D | -3.6% | +0.3% | -3.8% | -3.6% |
| 30D | -1.8% | +2.5% | -4.3% | -2.4% |
| 3M | +7.8% | +1.4% | +6.4% | +7.1% |
| 6M | +9.1% | -3.5% | +12.6% | +8.2% |
| YTD | +7.7% | +52.0% | -44.3% | -4.1% |
| 1Y | +20.4% | +22.1% | -1.6% | +12.1% |
| 3Y | +30.8% | -22.8% | +53.5% | +33.0% |
| 5Y | +34.6% | -3.4% | +38.0% | +27.8% |
| 10Y | +173.4% | +47.4% | +126.0% | +115.5% |
| All | +606.9% | +624.6% | -17.7% | +249.7% |
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