+1,817.7%
FLEX vs LYB
+634.9%
+1,182.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.7% | +2.7% | +3.6% |
| 7D | +7.0% | -0.9% | +7.9% | +7.3% |
| 30D | -5.8% | +9.5% | -15.3% | -9.9% |
| 3M | -24.2% | +1.3% | -25.5% | -25.8% |
| 6M | +90.8% | -1.7% | +92.5% | +82.3% |
| YTD | +89.2% | +54.1% | +35.1% | +42.2% |
| 1Y | +104.7% | +25.7% | +79.0% | +68.0% |
| 3Y | +478.1% | -20.9% | +499.0% | +487.9% |
| 5Y | +726.2% | -1.5% | +727.7% | +639.4% |
| 10Y | +1,060.6% | +45.0% | +1,015.6% | +689.2% |
| All | +1,817.7% | +634.9% | +1,182.8% | +370.5% |
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 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