+107.8%
FAST vs LYB
-7.3%
+115.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.3% | -2.1% | +0.6% |
| 7D | +4.3% | -0.6% | +4.9% | +4.4% |
| 30D | +8.3% | +5.3% | +3.0% | +7.0% |
| 3M | +6.5% | -1.2% | +7.7% | +6.3% |
| 6M | +29.5% | -13.1% | +42.6% | +32.4% |
| YTD | +41.3% | +49.3% | -8.1% | +22.7% |
| 1Y | +37.4% | +51.8% | -14.4% | +18.4% |
| 3Y | +98.5% | -18.9% | +117.4% | +100.7% |
| All | +107.8% | -7.3% | +115.1% | +103.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling