+227.1%
LYB vs FIVE
+846.9%
-619.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +6.1% | +2.7% | +3.5% | +5.3% |
| 30D | +5.3% | +12.7% | -7.3% | +1.9% |
| 3M | +4.3% | +2.1% | +2.3% | +2.9% |
| 6M | -10.8% | +17.5% | -28.3% | -15.7% |
| YTD | +53.8% | +31.0% | +22.8% | +39.3% |
| 1Y | +50.5% | +67.7% | -17.3% | +27.4% |
| 3Y | -16.4% | +43.4% | -59.8% | -31.3% |
| 5Y | -4.8% | +18.1% | -22.9% | -20.7% |
| 10Y | +38.2% | +508.8% | -470.6% | -25.6% |
| All | +227.1% | +846.9% | -619.9% | +44.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling