-4.9%
LYB vs FDS
-29.0%
+24.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +0.3% | -14.0% | +14.3% | +3.4% |
| 30D | +2.5% | -6.2% | +8.7% | +3.7% |
| 3M | +1.4% | +10.2% | -8.8% | -1.9% |
| 6M | -3.5% | +27.4% | -30.9% | -10.9% |
| YTD | +52.0% | -9.3% | +61.2% | +55.0% |
| 1Y | +22.1% | -28.6% | +50.7% | +34.2% |
| 3Y | -22.8% | -36.8% | +14.0% | -12.5% |
| All | -4.9% | -29.0% | +24.1% | +3.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling