-51.1%
FIS vs LYB
+47.4%
-98.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -4.7% | -18.9% | -23.3% |
| 7D | -18.4% | -6.2% | -12.2% | -18.0% |
| 30D | -11.4% | +6.3% | -17.7% | -11.1% |
| 3M | -32.0% | +4.1% | -36.1% | -31.8% |
| 6M | -35.6% | -15.5% | -20.1% | -35.1% |
| YTD | -53.8% | +50.2% | -104.0% | -56.3% |
| 1Y | -51.1% | +50.6% | -101.7% | -54.0% |
| All | -51.1% | +47.4% | -98.5% | -54.0% |
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