+281.9%
FISV vs LYB
+624.6%
-342.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.9% | +6.4% | +5.7% |
| 7D | -2.7% | +0.3% | -2.9% | -2.8% |
| 30D | 0.0% | +2.5% | -2.4% | -0.9% |
| 3M | -2.8% | +1.4% | -4.2% | -3.6% |
| 6M | -11.8% | -3.5% | -8.3% | -12.9% |
| YTD | -23.2% | +52.0% | -75.2% | -34.7% |
| 1Y | -62.0% | +22.1% | -84.0% | -65.4% |
| 3Y | -57.6% | -22.8% | -34.8% | -56.5% |
| 5Y | -53.4% | -3.4% | -50.0% | -56.1% |
| 10Y | +2.9% | +47.4% | -44.5% | -23.1% |
| All | +281.9% | +624.6% | -342.8% | +55.0% |
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 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