+519.5%
FITB vs LYB
+624.6%
-105.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +1.0% |
| 7D | -0.3% | +0.3% | -0.5% | -0.4% |
| 30D | -5.7% | +2.5% | -8.1% | -7.2% |
| 3M | +3.2% | +1.4% | +1.8% | +1.1% |
| 6M | +23.4% | -3.5% | +26.9% | +19.7% |
| YTD | +18.8% | +52.0% | -33.2% | -11.8% |
| 1Y | +25.0% | +22.1% | +2.9% | +3.6% |
| 3Y | +131.2% | -22.8% | +154.0% | +141.1% |
| 5Y | +70.7% | -3.4% | +74.0% | +55.6% |
| 10Y | +289.4% | +47.4% | +242.1% | +170.8% |
| All | +519.5% | +624.6% | -105.2% | +51.2% |
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