+8.1%
FPS vs LYB
+16.7%
-8.6%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.9% | +4.4% | +1.7% |
| 7D | +3.1% | -0.2% | +3.4% | +3.1% |
| 30D | -18.6% | +8.7% | -27.3% | -15.6% |
| 3M | -51.5% | -3.0% | -48.4% | -51.2% |
| 6M | -8.5% | +4.7% | -13.2% | -6.0% |
| All | +8.1% | +16.7% | -8.6% | +9.6% |
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