-20.9%
LYB vs FICO
+3.2%
-24.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.7% |
| 7D | -0.9% | -15.4% | +14.5% | 0.0% |
| 30D | +9.5% | -10.4% | +19.9% | +10.1% |
| 3M | +1.3% | -22.7% | +24.0% | +2.5% |
| 6M | -1.7% | -36.8% | +35.0% | +1.5% |
| YTD | +54.1% | -44.8% | +98.9% | +61.8% |
| 1Y | +25.7% | -39.3% | +65.0% | +30.2% |
| 3Y | -20.9% | +3.7% | -24.7% | -24.1% |
| All | -20.9% | +3.2% | -24.2% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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