+22.1%
LYB vs FE
+11.2%
+10.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.7% | -1.0% |
| 7D | +0.3% | -1.4% | +1.6% | 0.0% |
| 30D | +2.5% | -1.9% | +4.3% | +2.2% |
| 3M | +1.4% | -0.2% | +1.6% | +1.6% |
| 6M | -3.5% | -7.1% | +3.6% | -4.0% |
| YTD | +52.0% | +6.1% | +45.8% | +52.3% |
| 1Y | +22.1% | +10.1% | +12.0% | +18.4% |
| All | +22.1% | +11.2% | +10.9% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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