-5.2%
LYB vs FGI
-70.4%
+65.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +7.5% | -9.5% | -1.9% |
| 7D | -0.2% | +0.5% | -0.8% | -0.2% |
| 30D | +8.7% | +65.4% | -56.7% | +8.4% |
| 3M | -3.0% | +23.5% | -26.5% | -3.2% |
| 6M | +4.7% | +60.5% | -55.8% | +4.1% |
| YTD | +51.6% | +30.0% | +21.6% | +51.1% |
| 1Y | +24.4% | +82.1% | -57.7% | +22.0% |
| 3Y | -23.5% | -4.4% | -19.1% | -24.0% |
| All | -5.2% | -70.4% | +65.2% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling