+100.6%
FLEX vs LYB
+24.5%
+76.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.9% | +8.1% | +7.0% |
| 7D | +5.7% | +0.3% | +5.5% | +5.8% |
| 30D | -7.0% | +2.5% | -9.5% | -6.3% |
| 3M | -23.8% | +1.4% | -25.2% | -22.6% |
| 6M | +82.6% | -3.5% | +86.1% | +78.0% |
| YTD | +91.6% | +52.0% | +39.6% | +82.7% |
| 1Y | +100.6% | +22.1% | +78.5% | +86.3% |
| All | +100.6% | +24.5% | +76.0% | +86.3% |
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