-55.8%
FIG vs LYB
+25.6%
-81.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.9% | -2.4% | -4.2% |
| 7D | -16.3% | -0.2% | -16.1% | -16.3% |
| 30D | -14.3% | +8.7% | -23.0% | -14.9% |
| 3M | +7.2% | -3.0% | +10.2% | +7.0% |
| 6M | -18.6% | +4.7% | -23.4% | -18.7% |
| YTD | -35.5% | +51.6% | -87.0% | -39.8% |
| 1Y | -55.8% | +24.4% | -80.1% | -56.1% |
| All | -55.8% | +25.6% | -81.4% | -56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling