-8.4%
QXO vs LYB
+205.3%
-213.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -7.8% | +0.3% | -8.1% | -7.8% |
| 30D | -18.1% | +2.5% | -20.6% | -18.5% |
| 3M | -25.8% | +1.4% | -27.1% | -26.3% |
| 6M | -41.7% | -3.5% | -38.2% | -42.6% |
| YTD | -36.2% | +52.0% | -88.2% | -42.1% |
| 1Y | -42.1% | +22.1% | -64.2% | -45.6% |
| 3Y | -46.2% | -22.8% | -23.4% | -46.6% |
| 5Y | -70.7% | -3.4% | -67.4% | -72.5% |
| 10Y | +36.5% | +47.4% | -10.8% | +12.3% |
| All | -8.4% | +205.3% | -213.7% | -16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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