+60.5%
XOM vs LYB
-23.1%
+83.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | +4.1% | +0.3% | +3.8% | +4.0% |
| 30D | +4.6% | +2.5% | +2.1% | +3.7% |
| 3M | +14.0% | +1.4% | +12.6% | +13.1% |
| 6M | +11.0% | -3.5% | +14.5% | +11.5% |
| YTD | +40.7% | +52.0% | -11.3% | +20.8% |
| 1Y | +52.3% | +22.1% | +30.3% | +40.5% |
| 3Y | +60.5% | -22.8% | +83.2% | +80.0% |
| All | +60.5% | -23.1% | +83.6% | +80.0% |
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 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