-51.7%
FIG vs LYB
+47.4%
-99.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.7% | +10.0% | +5.3% |
| 7D | -4.7% | -6.2% | +1.6% | -4.6% |
| 30D | +0.5% | +6.3% | -5.8% | +0.3% |
| 3M | -18.4% | +4.1% | -22.5% | -18.5% |
| 6M | +10.9% | -15.5% | +26.3% | +10.3% |
| YTD | -40.8% | +50.2% | -91.0% | -38.3% |
| 1Y | -51.7% | +50.6% | -102.3% | -49.9% |
| All | -51.7% | +47.4% | -99.1% | -49.9% |
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 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