-2.4%
LYB vs FE
+47.9%
-50.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -0.7% | -1.7% | +1.0% | -0.3% |
| 30D | +1.5% | -1.3% | +2.8% | +1.8% |
| 3M | -0.3% | +0.6% | -0.9% | -0.6% |
| 6M | +0.1% | -6.8% | +6.9% | +1.8% |
| YTD | +53.4% | +6.4% | +47.0% | +49.5% |
| 1Y | +25.6% | +11.3% | +14.4% | +20.4% |
| 3Y | -21.3% | +47.1% | -68.4% | -33.1% |
| 5Y | -2.4% | +50.4% | -52.8% | -18.6% |
| All | -2.4% | +47.9% | -50.3% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling