-0.9%
XRT vs LYB
-4.6%
+3.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.4% |
| 3M | -3.1% | +1.4% | -4.5% | -4.1% |
| 6M | +4.2% | -3.5% | +7.7% | +1.9% |
| YTD | -0.1% | +52.0% | -52.1% | -20.5% |
| 1Y | -3.0% | +22.1% | -25.1% | -15.5% |
| 3Y | +41.8% | -22.8% | +64.6% | +51.1% |
| All | -0.9% | -4.6% | +3.7% | -6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling