+32.9%
F vs LYB
-22.2%
+55.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.1% | -3.8% | -3.9% |
| 7D | -4.9% | -3.1% | -1.8% | -4.3% |
| 30D | -2.9% | +4.0% | -6.9% | -3.7% |
| 3M | -9.1% | +2.4% | -11.5% | -9.7% |
| 6M | +12.9% | -1.4% | +14.4% | +9.3% |
| YTD | +6.1% | +53.9% | -47.9% | -14.8% |
| 1Y | +22.5% | +26.1% | -3.6% | +6.7% |
| All | +32.9% | -22.2% | +55.1% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling