+50.6%
LYB vs FDS
+31.1%
+19.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.6% | -4.9% |
| 7D | -6.2% | +9.4% | -15.6% | -6.7% |
| 30D | +6.3% | +23.8% | -17.5% | +4.9% |
| 3M | +4.1% | +25.1% | -21.0% | +2.6% |
| 6M | -15.5% | +53.8% | -69.3% | -18.5% |
| YTD | +50.2% | +19.6% | +30.7% | +59.3% |
| 1Y | +50.6% | +31.6% | +19.0% | +47.3% |
| All | +50.6% | +31.1% | +19.5% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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