+131.2%
FITB vs LYB
-23.1%
+154.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -0.3% | +0.3% | -0.5% | -0.3% |
| 30D | -5.7% | +2.5% | -8.1% | -6.3% |
| 3M | +3.2% | +1.4% | +1.8% | +2.5% |
| 6M | +23.4% | -3.5% | +26.9% | +21.0% |
| YTD | +18.8% | +52.0% | -33.2% | -4.1% |
| 1Y | +25.0% | +22.1% | +2.9% | +10.5% |
| 3Y | +131.2% | -22.8% | +154.0% | +154.1% |
| All | +131.2% | -23.1% | +154.3% | +154.1% |
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