+632.8%
LYB vs XPO
+8,919.8%
-8,286.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.9% | -0.9% |
| 7D | +0.3% | -5.7% | +5.9% | +1.8% |
| 30D | +2.5% | -12.8% | +15.3% | +6.1% |
| 3M | +1.4% | -20.0% | +21.4% | +7.0% |
| 6M | -3.5% | -6.0% | +2.6% | -3.7% |
| YTD | +52.0% | +34.0% | +17.9% | +36.6% |
| 1Y | +22.1% | +35.6% | -13.5% | +8.5% |
| 3Y | -22.8% | +152.3% | -175.1% | -44.9% |
| 5Y | -3.4% | +264.4% | -267.7% | -41.2% |
| 10Y | +47.4% | +1,498.6% | -1,451.3% | -40.8% |
| All | +632.8% | +8,919.8% | -8,286.9% | +93.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling