-80.9%
FIG vs LYB
+19.9%
-100.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.1% | -3.2% |
| 7D | -14.5% | -3.1% | -11.4% | -14.3% |
| 30D | -13.3% | +4.0% | -17.3% | -13.6% |
| 3M | +7.4% | +2.4% | +5.0% | +6.8% |
| 6M | -27.8% | -1.4% | -26.3% | -27.5% |
| YTD | -41.1% | +53.9% | -95.0% | -43.9% |
| 1Y | -58.7% | +26.1% | -84.8% | -60.7% |
| All | -80.9% | +19.9% | -100.8% | -81.9% |
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 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