+62.8%
FDX vs LYB
-4.6%
+67.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -3.3% | +0.3% | -3.5% | -3.4% |
| 30D | -4.5% | +2.5% | -7.0% | -5.6% |
| 3M | -7.3% | +1.4% | -8.7% | -8.4% |
| 6M | +7.5% | -3.5% | +11.0% | +4.7% |
| YTD | +35.1% | +52.0% | -16.9% | +5.6% |
| 1Y | +71.4% | +22.1% | +49.4% | +47.5% |
| 3Y | +60.8% | -22.8% | +83.6% | +69.9% |
| All | +62.8% | -4.6% | +67.4% | +51.4% |
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