+524.8%
FAST vs LYB
+49.7%
+475.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | -0.4% | -0.7% | +0.3% | -0.3% |
| 30D | -6.4% | +1.5% | -8.0% | -7.0% |
| 3M | +7.1% | -0.3% | +7.3% | +6.6% |
| 6M | +7.0% | +0.1% | +7.0% | +4.3% |
| YTD | +24.1% | +53.4% | -29.3% | +5.9% |
| 1Y | +4.4% | +25.6% | -21.3% | -6.1% |
| 3Y | +93.2% | -21.3% | +114.5% | +97.0% |
| 5Y | +106.4% | -2.4% | +108.8% | +92.5% |
| All | +524.8% | +49.7% | +475.1% | +351.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling