+91.6%
FIS vs LYB
+633.9%
-542.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.4% |
| 7D | -9.1% | -3.1% | -6.0% | -8.3% |
| 30D | -10.4% | +4.0% | -14.5% | -11.6% |
| 3M | -3.7% | +2.4% | -6.1% | -4.9% |
| 6M | -24.8% | -1.4% | -23.3% | -25.9% |
| YTD | -41.6% | +53.9% | -95.5% | -50.3% |
| 1Y | -42.7% | +26.1% | -68.8% | -48.5% |
| 3Y | -26.2% | -21.0% | -5.2% | -24.6% |
| 5Y | -66.1% | -0.7% | -65.4% | -68.1% |
| 10Y | -40.9% | +49.3% | -90.1% | -54.9% |
| All | +91.6% | +633.9% | -542.4% | -6.4% |
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