+9,167.6%
FIX vs LYB
+633.0%
+8,534.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.2% | -1.8% |
| 7D | +9.4% | +6.1% | +3.3% | +6.4% |
| 30D | -27.8% | +5.3% | -33.1% | -29.7% |
| 3M | -35.6% | +4.3% | -39.9% | -37.3% |
| 6M | -45.2% | -10.8% | -34.4% | -43.5% |
| YTD | +19.5% | +53.8% | -34.3% | -9.9% |
| 1Y | +24.2% | +50.5% | -26.2% | -6.0% |
| 3Y | +494.2% | -16.4% | +510.6% | +482.3% |
| 5Y | +1,036.1% | -4.8% | +1,041.0% | +913.2% |
| 10Y | +3,599.0% | +38.2% | +3,560.8% | +2,362.5% |
| All | +9,167.6% | +633.0% | +8,534.5% | +1,842.8% |
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