+25.0%
FLEX vs LYB
+47.4%
-22.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.7% | -7.6% | -13.9% |
| 7D | -17.0% | -6.2% | -10.8% | -18.7% |
| 30D | -33.8% | +6.3% | -40.2% | -32.1% |
| 3M | -39.0% | +4.1% | -43.1% | -37.7% |
| 6M | -15.9% | -15.5% | -0.4% | -18.1% |
| YTD | +27.8% | +50.2% | -22.4% | +28.3% |
| 1Y | +25.0% | +50.6% | -25.6% | +24.8% |
| All | +25.0% | +47.4% | -22.5% | +24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling