-65.8%
FLUT vs LYB
+25.6%
-91.4%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -2.2% |
| 7D | -1.6% | -0.2% | -1.4% | -1.6% |
| 30D | +7.7% | +8.7% | -1.0% | +8.2% |
| 3M | -0.7% | -3.0% | +2.3% | -1.2% |
| 6M | -11.2% | +4.7% | -15.9% | -12.8% |
| YTD | -53.4% | +51.6% | -105.0% | -55.1% |
| 1Y | -65.8% | +24.4% | -90.1% | -66.6% |
| All | -65.8% | +25.6% | -91.4% | -66.6% |
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