+37.8%
LYB vs EXPD
+335.0%
-297.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +6.1% | +5.5% | +0.6% | +2.9% |
| 30D | +5.3% | -0.8% | +6.1% | +5.7% |
| 3M | +4.3% | +4.1% | +0.2% | +1.5% |
| 6M | -10.8% | +25.7% | -36.5% | -22.9% |
| YTD | +53.8% | +31.4% | +22.3% | +26.9% |
| 1Y | +50.5% | +42.2% | +8.3% | +18.0% |
| 3Y | -16.4% | +77.2% | -93.6% | -44.9% |
| 5Y | -4.8% | +61.0% | -65.8% | -35.1% |
| All | +37.8% | +335.0% | -297.2% | -53.2% |
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