+49.0%
LYB vs FANG
+32.1%
+16.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -0.9% |
| 7D | -5.7% | -13.0% | +7.3% | +3.2% |
| 30D | +4.6% | -2.9% | +7.5% | +6.1% |
| 3M | +5.5% | -3.0% | +8.5% | +6.6% |
| 6M | -19.1% | -11.9% | -7.1% | -13.0% |
| YTD | +47.1% | +21.5% | +25.6% | +29.2% |
| 1Y | +49.0% | +34.0% | +15.0% | +31.0% |
| All | +49.0% | +32.1% | +16.9% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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