+51.8%
FTNT vs LYB
+47.4%
+4.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.7% | +5.7% | +1.1% |
| 7D | -25.7% | -6.2% | -19.5% | -25.5% |
| 30D | -29.7% | +6.3% | -36.0% | -29.5% |
| 3M | -23.1% | +4.1% | -27.2% | -22.9% |
| 6M | +45.0% | -15.5% | +60.5% | +46.0% |
| YTD | +62.9% | +50.2% | +12.7% | +62.0% |
| 1Y | +51.8% | +50.6% | +1.2% | +49.1% |
| All | +51.8% | +47.4% | +4.4% | +49.1% |
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