+642.3%
LYB vs FDS
+339.9%
+302.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.3% | +1.5% |
| 7D | -3.1% | -8.8% | +5.7% | +1.0% |
| 30D | +4.0% | -1.4% | +5.4% | +4.3% |
| 3M | +2.4% | +13.9% | -11.5% | -6.0% |
| 6M | -1.4% | +27.4% | -28.8% | -16.4% |
| YTD | +53.9% | -2.5% | +56.4% | +48.4% |
| 1Y | +26.1% | -23.8% | +49.9% | +37.9% |
| 3Y | -21.0% | -32.5% | +11.5% | -9.5% |
| 5Y | -0.7% | -23.2% | +22.4% | +1.0% |
| 10Y | +49.3% | +76.4% | -27.2% | -15.8% |
| All | +642.3% | +339.9% | +302.4% | +97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling