+804.1%
EXPE vs LYB
+631.6%
+172.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -8.7% | -0.7% | -8.0% | -8.4% |
| 30D | -13.6% | +1.5% | -15.2% | -14.5% |
| 3M | +26.6% | -0.3% | +26.9% | +25.1% |
| 6M | +19.9% | +0.1% | +19.9% | +14.7% |
| YTD | -1.7% | +53.4% | -55.2% | -24.2% |
| 1Y | +29.4% | +25.6% | +3.8% | +8.7% |
| 3Y | +155.7% | -21.3% | +177.0% | +162.6% |
| 5Y | +93.1% | -2.4% | +95.5% | +77.5% |
| 10Y | +162.1% | +48.8% | +113.3% | +83.3% |
| All | +804.1% | +631.6% | +172.5% | +184.7% |
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