+464.3%
FLEX vs LYB
-22.2%
+486.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.4% |
| 7D | +6.4% | -3.1% | +9.4% | +6.8% |
| 30D | -5.9% | +4.0% | -9.9% | -6.5% |
| 3M | -23.5% | +2.4% | -25.9% | -23.7% |
| 6M | +83.7% | -1.4% | +85.2% | +77.2% |
| YTD | +86.5% | +53.9% | +32.6% | +49.5% |
| 1Y | +100.5% | +26.1% | +74.4% | +74.9% |
| All | +464.3% | -22.2% | +486.4% | +518.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling