+630.9%
LYB vs EXPD
+486.8%
+144.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.5% |
| 7D | -0.2% | -1.1% | +0.9% | +0.4% |
| 30D | +8.7% | +4.1% | +4.6% | +5.8% |
| 3M | -3.0% | +17.9% | -20.9% | -13.1% |
| 6M | +4.7% | +29.2% | -24.5% | -11.9% |
| YTD | +51.6% | +27.4% | +24.2% | +27.0% |
| 1Y | +24.4% | +56.8% | -32.5% | -10.0% |
| 3Y | -23.5% | +68.0% | -91.5% | -48.0% |
| 5Y | -6.5% | +61.9% | -68.4% | -37.8% |
| 10Y | +40.5% | +316.0% | -275.5% | -51.3% |
| All | +630.9% | +486.8% | +144.1% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling