+160.0%
EXPE vs LYB
+48.3%
+111.8%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.9% |
| 7D | -5.8% | +0.3% | -6.0% | -6.0% |
| 30D | -13.6% | +2.5% | -16.1% | -14.9% |
| 3M | +25.2% | +1.4% | +23.8% | +22.6% |
| 6M | +22.3% | -3.5% | +25.8% | +18.4% |
| YTD | -0.3% | +52.0% | -52.3% | -25.3% |
| 1Y | +27.8% | +22.1% | +5.8% | +6.6% |
| 3Y | +162.4% | -22.8% | +185.2% | +173.6% |
| 5Y | +95.8% | -3.4% | +99.2% | +77.5% |
| All | +160.0% | +48.3% | +111.8% | +73.5% |
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 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