-49.5%
FLUT vs LYB
-4.6%
-44.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.1% |
| 7D | +0.4% | +0.3% | +0.2% | +0.4% |
| 30D | +2.5% | +2.5% | +0.1% | +1.9% |
| 3M | -9.2% | +1.4% | -10.6% | -9.7% |
| 6M | -8.2% | -3.5% | -4.8% | -9.5% |
| YTD | -53.2% | +52.0% | -105.2% | -60.0% |
| 1Y | -65.6% | +22.1% | -87.6% | -68.5% |
| 3Y | -43.6% | -22.8% | -20.8% | -41.3% |
| All | -49.5% | -4.6% | -44.8% | -51.2% |
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