+46.3%
LYB vs EXPD
+332.1%
-285.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.7% | -2.7% | -1.9% |
| 7D | +0.3% | +2.0% | -1.7% | -0.9% |
| 30D | +2.5% | +4.4% | -1.9% | -0.2% |
| 3M | +1.4% | +15.7% | -14.3% | -7.6% |
| 6M | -3.5% | +37.5% | -41.0% | -21.2% |
| YTD | +52.0% | +29.9% | +22.1% | +26.7% |
| 1Y | +22.1% | +57.8% | -35.7% | -11.1% |
| 3Y | -22.8% | +71.6% | -94.4% | -47.8% |
| 5Y | -3.4% | +62.2% | -65.6% | -34.9% |
| All | +46.3% | +332.1% | -285.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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