-79.9%
FIG vs LYB
+18.4%
-98.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.9% | +5.7% | +4.8% |
| 7D | -3.8% | +0.3% | -4.1% | -3.8% |
| 30D | -2.3% | +2.5% | -4.8% | -2.5% |
| 3M | +20.0% | +1.4% | +18.6% | +19.3% |
| 6M | -16.7% | -3.5% | -13.2% | -16.2% |
| YTD | -37.9% | +52.0% | -89.9% | -40.9% |
| 1Y | -58.5% | +22.1% | -80.6% | -60.5% |
| All | -79.9% | +18.4% | -98.3% | -80.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling