-0.7%
LYB vs EXPD
+61.0%
-61.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.6% |
| 7D | -3.1% | +1.2% | -4.2% | -3.5% |
| 30D | +4.0% | +5.2% | -1.2% | +1.9% |
| 3M | +2.4% | +13.2% | -10.8% | -2.9% |
| 6M | -1.4% | +30.3% | -31.8% | -12.0% |
| YTD | +53.9% | +27.0% | +26.9% | +37.8% |
| 1Y | +26.1% | +57.3% | -31.2% | +2.0% |
| 3Y | -21.0% | +70.0% | -91.0% | -38.9% |
| 5Y | -0.7% | +61.6% | -62.3% | -25.7% |
| All | -0.7% | +61.0% | -61.8% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling