-4.6%
LYB vs FIVE
+16.7%
-21.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +6.1% | +2.7% | +3.5% | +5.6% |
| 30D | +5.3% | +12.7% | -7.3% | +3.0% |
| 3M | +4.3% | +2.1% | +2.3% | +3.4% |
| 6M | -10.8% | +17.5% | -28.3% | -14.2% |
| YTD | +53.8% | +31.0% | +22.8% | +43.1% |
| 1Y | +50.5% | +67.7% | -17.3% | +33.0% |
| 3Y | -16.4% | +43.4% | -59.8% | -28.4% |
| All | -4.6% | +16.7% | -21.4% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling