+92.1%
FAST vs LYB
-22.2%
+114.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | +1.8% | -3.1% | +4.9% | +2.2% |
| 30D | -6.4% | +4.0% | -10.5% | -7.0% |
| 3M | +5.3% | +2.4% | +2.9% | +4.8% |
| 6M | +5.4% | -1.4% | +6.8% | +3.5% |
| YTD | +23.6% | +53.9% | -30.4% | +9.2% |
| 1Y | +4.1% | +26.1% | -22.0% | -4.0% |
| All | +92.1% | -22.2% | +114.2% | +95.9% |
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