+46.3%
LYB vs XPO
+1,516.3%
-1,470.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -5.7% | +5.9% | +2.1% |
| 30D | +2.5% | -12.8% | +15.3% | +6.7% |
| 3M | +1.4% | -20.0% | +21.4% | +7.9% |
| 6M | -3.5% | -6.0% | +2.6% | -3.8% |
| YTD | +52.0% | +34.0% | +17.9% | +33.5% |
| 1Y | +22.1% | +35.6% | -13.5% | +5.8% |
| 3Y | -22.8% | +152.3% | -175.1% | -49.3% |
| 5Y | -3.4% | +264.4% | -267.7% | -48.4% |
| All | +46.3% | +1,516.3% | -1,470.0% | -55.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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