+2,072.5%
FTNT vs LYB
+48.3%
+2,024.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.8% | -1.5% |
| 7D | -0.1% | +0.3% | -0.4% | -0.2% |
| 30D | -3.0% | +2.5% | -5.4% | -3.7% |
| 3M | +7.6% | +1.4% | +6.2% | +6.8% |
| 6M | +87.0% | -3.5% | +90.4% | +85.5% |
| YTD | +96.5% | +52.0% | +44.6% | +71.4% |
| 1Y | +92.9% | +22.1% | +70.9% | +77.7% |
| 3Y | +139.8% | -22.8% | +162.6% | +145.8% |
| 5Y | +151.3% | -3.4% | +154.7% | +138.9% |
| All | +2,072.5% | +48.3% | +2,024.2% | +1,638.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling