+91.4%
EXPE vs LYB
-4.6%
+96.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.4% | +1.8% |
| 7D | -5.8% | +0.3% | -6.0% | -5.9% |
| 30D | -13.6% | +2.5% | -16.1% | -14.7% |
| 3M | +25.2% | +1.4% | +23.8% | +23.3% |
| 6M | +22.3% | -3.5% | +25.8% | +18.6% |
| YTD | -0.3% | +52.0% | -52.3% | -24.2% |
| 1Y | +27.8% | +22.1% | +5.8% | +8.3% |
| 3Y | +162.4% | -22.8% | +185.2% | +181.5% |
| All | +91.4% | -4.6% | +96.0% | +73.4% |
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 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