+689.7%
FLEX vs LYB
-1.9%
+691.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -4.1% |
| 7D | +0.1% | -0.7% | +0.8% | +0.3% |
| 30D | -11.8% | +1.5% | -13.3% | -12.3% |
| 3M | -22.6% | -0.3% | -22.3% | -22.9% |
| 6M | +77.3% | +0.1% | +77.3% | +68.8% |
| YTD | +78.8% | +53.4% | +25.3% | +37.3% |
| 1Y | +86.1% | +25.6% | +60.4% | +56.3% |
| 3Y | +446.2% | -21.3% | +467.5% | +482.3% |
| 5Y | +689.7% | -2.4% | +692.1% | +622.5% |
| All | +689.7% | -1.9% | +691.6% | +622.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling