+533.3%
FAST vs LYB
+38.1%
+495.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | +4.2% | +6.1% | -2.0% | +2.5% |
| 30D | +6.7% | +5.3% | +1.3% | +4.9% |
| 3M | +8.0% | +4.3% | +3.7% | +6.3% |
| 6M | +27.4% | -10.8% | +38.2% | +30.1% |
| YTD | +40.5% | +53.8% | -13.3% | +19.6% |
| 1Y | +38.4% | +50.5% | -12.1% | +18.1% |
| 3Y | +98.7% | -16.4% | +115.1% | +98.2% |
| 5Y | +106.7% | -4.8% | +111.5% | +94.2% |
| All | +533.3% | +38.1% | +495.2% | +412.2% |
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