-25.5%
FIS vs LYB
-23.1%
-2.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.3% |
| 7D | -7.9% | +0.3% | -8.2% | -8.0% |
| 30D | -8.0% | +2.5% | -10.4% | -8.5% |
| 3M | +0.6% | +1.4% | -0.8% | +0.1% |
| 6M | -22.2% | -3.5% | -18.7% | -22.8% |
| YTD | -40.8% | +52.0% | -92.8% | -48.6% |
| 1Y | -41.5% | +22.1% | -63.6% | -45.7% |
| 3Y | -25.5% | -22.8% | -2.7% | -23.7% |
| All | -25.5% | -23.1% | -2.4% | -23.7% |
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