+221.5%
FLUT vs LYB
+633.9%
-412.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.2% | -1.4% |
| 7D | -2.6% | -3.1% | +0.5% | -2.3% |
| 30D | +5.4% | +4.0% | +1.3% | +5.0% |
| 3M | -10.8% | +2.4% | -13.2% | -11.0% |
| 6M | -9.2% | -1.4% | -7.8% | -9.7% |
| YTD | -53.8% | +53.9% | -107.8% | -56.0% |
| 1Y | -66.0% | +26.1% | -92.1% | -67.0% |
| 3Y | -44.7% | -21.0% | -23.6% | -44.6% |
| 5Y | -50.6% | -0.7% | -49.8% | -51.3% |
| 10Y | -10.4% | +49.3% | -59.7% | -13.2% |
| All | +221.5% | +633.9% | -412.5% | +200.8% |
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