-22.8%
LYB vs FFIV
+155.7%
-178.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.3% | -4.3% | -1.8% |
| 7D | +0.3% | +5.4% | -5.2% | -1.1% |
| 30D | +2.5% | -2.7% | +5.1% | +3.0% |
| 3M | +1.4% | +4.5% | -3.2% | -0.4% |
| 6M | -3.5% | +42.2% | -45.7% | -14.0% |
| YTD | +52.0% | +61.3% | -9.3% | +29.3% |
| 1Y | +22.1% | +23.0% | -1.0% | +13.4% |
| 3Y | -22.8% | +156.3% | -179.0% | -43.0% |
| All | -22.8% | +155.7% | -178.5% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 3y: compounded portfolio wealth divided by compounded FFIV 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…
3y analysis · Full analysis span regression · 6 months rolling