+46.3%
LYB vs FDS
+64.8%
-18.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | +0.3% | -14.0% | +14.3% | +6.0% |
| 30D | +2.5% | -6.2% | +8.7% | +4.6% |
| 3M | +1.4% | +10.2% | -8.8% | -4.4% |
| 6M | -3.5% | +27.4% | -30.9% | -16.0% |
| YTD | +52.0% | -9.3% | +61.2% | +52.8% |
| 1Y | +22.1% | -28.6% | +50.7% | +36.8% |
| 3Y | -22.8% | -36.8% | +14.0% | -9.8% |
| 5Y | -3.4% | -28.6% | +25.3% | +1.9% |
| All | +46.3% | +64.8% | -18.5% | -1.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling