+25.6%
LYB vs FGI
+126.2%
-100.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +9.4% | -9.8% | -0.2% |
| 7D | -0.7% | +22.8% | -23.5% | -0.5% |
| 30D | +1.5% | +85.9% | -84.4% | +2.5% |
| 3M | -0.3% | +32.4% | -32.7% | +0.4% |
| 6M | +0.1% | +106.3% | -106.3% | +1.8% |
| YTD | +53.4% | +48.4% | +5.0% | +56.2% |
| 1Y | +25.6% | +116.4% | -90.7% | +27.3% |
| All | +25.6% | +126.2% | -100.6% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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