+60.7%
FDX vs LYB
-22.4%
+83.1%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.9% |
| 7D | -3.9% | -0.7% | -3.1% | -3.7% |
| 30D | -3.3% | +1.5% | -4.8% | -3.9% |
| 3M | -2.0% | -0.3% | -1.7% | -2.3% |
| 6M | +8.0% | +0.1% | +8.0% | +3.8% |
| YTD | +35.0% | +53.4% | -18.4% | +6.1% |
| 1Y | +73.7% | +25.6% | +48.0% | +49.0% |
| All | +60.7% | -22.4% | +83.1% | +67.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling