+993.7%
FAST vs LYB
+634.9%
+358.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -0.9% |
| 7D | +1.3% | -0.9% | +2.2% | +1.5% |
| 30D | -4.7% | +9.5% | -14.3% | -7.5% |
| 3M | +7.9% | +1.3% | +6.7% | +6.8% |
| 6M | +7.4% | -1.7% | +9.2% | +5.2% |
| YTD | +25.1% | +54.1% | -29.1% | +5.4% |
| 1Y | +4.7% | +25.7% | -21.0% | -6.6% |
| 3Y | +94.7% | -20.9% | +115.6% | +97.9% |
| 5Y | +106.8% | -1.5% | +108.3% | +91.1% |
| 10Y | +507.7% | +45.0% | +462.7% | +345.9% |
| All | +993.7% | +634.9% | +358.8% | +284.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling