+341.8%
XOM vs LYB
+631.6%
-289.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.9% | -0.7% | +2.6% | +2.2% |
| 30D | +4.1% | +1.5% | +2.5% | +3.3% |
| 3M | +10.4% | -0.3% | +10.7% | +10.3% |
| 6M | +13.0% | +0.1% | +13.0% | +11.7% |
| YTD | +40.1% | +53.4% | -13.4% | +15.1% |
| 1Y | +51.1% | +25.6% | +25.5% | +33.6% |
| 3Y | +57.7% | -21.3% | +79.0% | +65.7% |
| 5Y | +264.7% | -2.4% | +267.2% | +246.3% |
| 10Y | +193.1% | +48.8% | +144.3% | +125.2% |
| All | +341.8% | +631.6% | -289.8% | +103.7% |
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