+42.7%
XOP vs LYB
+624.6%
-581.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.1% | +0.7% |
| 7D | +2.6% | +0.3% | +2.4% | +2.4% |
| 30D | +9.6% | +2.5% | +7.1% | +7.7% |
| 3M | +20.4% | +1.4% | +19.0% | +18.7% |
| 6M | +19.9% | -3.5% | +23.4% | +20.3% |
| YTD | +56.4% | +52.0% | +4.4% | +14.3% |
| 1Y | +52.4% | +22.1% | +30.4% | +27.0% |
| 3Y | +39.9% | -22.8% | +62.7% | +54.2% |
| 5Y | +163.7% | -3.4% | +167.1% | +147.4% |
| 10Y | +56.8% | +47.4% | +9.5% | +9.3% |
| All | +42.7% | +624.6% | -581.9% | -58.4% |
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 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