+123.0%
XRT vs LYB
+48.3%
+74.7%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.7% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -4.5% | +2.5% | -7.0% | -5.6% |
| 3M | -3.1% | +1.4% | -4.5% | -4.4% |
| 6M | +4.2% | -3.5% | +7.7% | +2.1% |
| YTD | -0.1% | +52.0% | -52.1% | -20.0% |
| 1Y | -3.0% | +22.1% | -25.1% | -15.4% |
| 3Y | +41.8% | -22.8% | +64.6% | +47.3% |
| 5Y | -1.3% | -3.4% | +2.1% | -8.2% |
| All | +123.0% | +48.3% | +74.7% | +63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling