+13,303.2%
FIX vs LYB
+622.7%
+12,680.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.8% |
| 7D | +6.0% | -0.2% | +6.3% | +6.1% |
| 30D | -7.2% | +8.7% | -16.0% | -11.1% |
| 3M | -15.9% | -3.0% | -12.8% | -15.8% |
| 6M | +12.7% | +4.7% | +8.0% | +5.0% |
| YTD | +72.8% | +51.6% | +21.2% | +32.1% |
| 1Y | +122.9% | +24.4% | +98.5% | +85.2% |
| 3Y | +774.3% | -23.5% | +797.8% | +802.5% |
| 5Y | +2,049.5% | -6.5% | +2,056.0% | +1,845.4% |
| 10Y | +5,821.5% | +40.5% | +5,781.0% | +3,836.3% |
| All | +13,303.2% | +622.7% | +12,680.5% | +2,748.7% |
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