+22.1%
LYB vs FIVE
+66.5%
-44.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -0.9% |
| 7D | +0.3% | -3.0% | +3.3% | +0.2% |
| 30D | +2.5% | +2.7% | -0.2% | +2.5% |
| 3M | +1.4% | +21.1% | -19.7% | +1.0% |
| 6M | -3.5% | +11.9% | -15.4% | -4.2% |
| YTD | +52.0% | +29.9% | +22.1% | +45.6% |
| 1Y | +22.1% | +67.8% | -45.7% | +10.2% |
| All | +22.1% | +66.5% | -44.4% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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