+9.7%
FPS vs LYB
+17.0%
-7.3%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.9% | +9.9% | +8.6% |
| 7D | +1.5% | +0.3% | +1.2% | +1.6% |
| 30D | -16.9% | +2.5% | -19.3% | -15.9% |
| 3M | -45.3% | +1.4% | -46.7% | -44.2% |
| 6M | -10.3% | -3.5% | -6.8% | -7.1% |
| All | +9.7% | +17.0% | -7.3% | +11.4% |
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