+177.2%
FDX vs LYB
+48.3%
+128.9%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.5% |
| 7D | -3.3% | +0.3% | -3.5% | -3.4% |
| 30D | -4.5% | +2.5% | -7.0% | -5.8% |
| 3M | -7.3% | +1.4% | -8.7% | -8.7% |
| 6M | +7.5% | -3.5% | +11.0% | +4.8% |
| YTD | +35.1% | +52.0% | -16.9% | +4.9% |
| 1Y | +71.4% | +22.1% | +49.4% | +46.3% |
| 3Y | +60.8% | -22.8% | +83.6% | +68.0% |
| 5Y | +65.5% | -3.4% | +68.8% | +51.8% |
| All | +177.2% | +48.3% | +128.9% | +108.3% |
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