+227.9%
LYB vs FIVE
+875.3%
-647.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +0.9% | +1.5% |
| 7D | -0.9% | +3.7% | -4.6% | -1.8% |
| 30D | +9.5% | +4.0% | +5.5% | +8.1% |
| 3M | +1.3% | +36.2% | -35.0% | -7.0% |
| 6M | -1.7% | +18.0% | -19.8% | -7.7% |
| YTD | +54.1% | +34.9% | +19.2% | +39.4% |
| 1Y | +25.7% | +67.9% | -42.2% | +6.6% |
| 3Y | -20.9% | +57.3% | -78.3% | -36.4% |
| 5Y | -1.5% | +39.5% | -41.1% | -21.8% |
| 10Y | +45.0% | +496.4% | -451.4% | -21.5% |
| All | +227.9% | +875.3% | -647.4% | +44.3% |
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