+2,166.4%
FIX vs LYB
-0.7%
+2,167.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +3.5% | -3.1% | +6.6% | +4.3% |
| 30D | -3.5% | +4.0% | -7.5% | -4.5% |
| 3M | -11.8% | +2.4% | -14.2% | -12.7% |
| 6M | +17.8% | -1.4% | +19.2% | +15.0% |
| YTD | +73.3% | +53.9% | +19.4% | +41.4% |
| 1Y | +128.1% | +26.1% | +102.0% | +100.1% |
| 3Y | +772.7% | -21.0% | +793.7% | +824.8% |
| 5Y | +2,166.4% | -0.7% | +2,167.2% | +2,006.2% |
| All | +2,166.4% | -0.7% | +2,167.1% | +2,006.2% |
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 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