-22.6%
FPS vs LYB
+15.7%
-38.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | -4.7% | -12.6% | -19.0% |
| 7D | -23.3% | -6.2% | -17.1% | -25.1% |
| 30D | -42.4% | +6.3% | -48.7% | -40.8% |
| 3M | -43.0% | +4.1% | -47.1% | -41.6% |
| 6M | -44.5% | -15.5% | -29.0% | -46.1% |
| All | -22.6% | +15.7% | -38.3% | -21.3% |
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