+66.7%
FITB vs LYB
-4.6%
+71.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.9% |
| 7D | -0.3% | +0.3% | -0.5% | -0.4% |
| 30D | -5.7% | +2.5% | -8.1% | -6.8% |
| 3M | +3.2% | +1.4% | +1.8% | +1.8% |
| 6M | +23.4% | -3.5% | +26.9% | +20.0% |
| YTD | +18.8% | +52.0% | -33.2% | -10.6% |
| 1Y | +25.0% | +22.1% | +2.9% | +5.3% |
| 3Y | +131.2% | -22.8% | +154.0% | +155.5% |
| All | +66.7% | -4.6% | +71.3% | +54.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling