+67.7%
FERG vs LYB
-4.6%
+72.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.9% | +1.7% | +1.0% |
| 7D | -2.6% | +0.3% | -2.8% | -2.7% |
| 30D | -8.9% | +2.5% | -11.4% | -9.7% |
| 3M | -2.0% | +1.4% | -3.4% | -3.0% |
| 6M | -3.2% | -3.5% | +0.3% | -5.4% |
| YTD | +1.5% | +52.0% | -50.5% | -18.3% |
| 1Y | +0.5% | +22.1% | -21.6% | -11.9% |
| 3Y | +50.4% | -22.8% | +73.2% | +58.7% |
| All | +67.7% | -4.6% | +72.4% | +61.3% |
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