+33.6%
XLY vs LYB
-23.1%
+56.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | -4.2% | +2.5% | -6.6% | -4.7% |
| 3M | -2.7% | +1.4% | -4.1% | -3.1% |
| 6M | -0.6% | -3.5% | +2.8% | -2.4% |
| YTD | -5.0% | +52.0% | -57.0% | -19.7% |
| 1Y | -4.1% | +22.1% | -26.2% | -12.9% |
| 3Y | +33.6% | -22.8% | +56.4% | +37.4% |
| All | +33.6% | -23.1% | +56.7% | +37.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling