+643.2%
LYB vs FE
+164.6%
+478.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.0% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | +9.5% | -2.1% | +11.7% | +10.4% |
| 3M | +1.3% | +2.6% | -1.3% | -0.1% |
| 6M | -1.7% | -6.8% | +5.0% | +0.6% |
| YTD | +54.1% | +6.9% | +47.3% | +48.5% |
| 1Y | +25.7% | +11.6% | +14.1% | +18.5% |
| 3Y | -20.9% | +47.7% | -68.6% | -35.4% |
| 5Y | -1.5% | +46.2% | -47.7% | -20.3% |
| 10Y | +45.0% | +109.2% | -64.2% | -0.5% |
| All | +643.2% | +164.6% | +478.6% | +332.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling