+421.8%
FDX vs LYB
+634.9%
-213.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -3.3% |
| 7D | -3.3% | -0.9% | -2.4% | -3.1% |
| 30D | -1.4% | +9.5% | -10.9% | -5.2% |
| 3M | -4.5% | +1.3% | -5.8% | -5.9% |
| 6M | +9.4% | -1.7% | +11.2% | +6.2% |
| YTD | +36.0% | +54.1% | -18.1% | +8.1% |
| 1Y | +75.5% | +25.7% | +49.8% | +50.8% |
| 3Y | +62.8% | -20.9% | +83.7% | +67.7% |
| 5Y | +64.4% | -1.5% | +65.9% | +51.9% |
| 10Y | +175.5% | +45.0% | +130.5% | +102.9% |
| All | +421.8% | +634.9% | -213.0% | +65.4% |
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 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