+383.3%
XRT vs LYB
+633.9%
-250.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -2.4% | -3.1% | +0.7% | -1.4% |
| 30D | -6.9% | +4.0% | -11.0% | -8.5% |
| 3M | -0.4% | +2.4% | -2.8% | -2.1% |
| 6M | +2.2% | -1.4% | +3.7% | -0.5% |
| YTD | -0.7% | +53.9% | -54.6% | -19.3% |
| 1Y | -2.0% | +26.1% | -28.1% | -14.5% |
| 3Y | +41.0% | -21.0% | +62.1% | +44.6% |
| 5Y | -3.3% | -0.7% | -2.6% | -10.2% |
| 10Y | +124.8% | +49.3% | +75.6% | +65.5% |
| All | +383.3% | +633.9% | -250.6% | +68.5% |
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