+516.2%
FITB vs LYB
+631.6%
-115.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | -0.7% | -0.3% | -0.6% |
| 30D | -5.5% | +1.5% | -7.0% | -6.6% |
| 3M | +4.1% | -0.3% | +4.4% | +2.9% |
| 6M | +18.7% | +0.1% | +18.7% | +12.9% |
| YTD | +18.2% | +53.4% | -35.3% | -12.7% |
| 1Y | +23.7% | +25.6% | -2.0% | +0.8% |
| 3Y | +130.8% | -21.3% | +152.0% | +138.2% |
| 5Y | +69.8% | -2.4% | +72.2% | +54.0% |
| 10Y | +287.4% | +48.8% | +238.6% | +168.0% |
| All | +516.2% | +631.6% | -115.4% | +49.7% |
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 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