-6.8%
LYB vs FLNC
-70.4%
+63.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.1% |
| 7D | +0.3% | -4.1% | +4.3% | +0.5% |
| 30D | +2.5% | -24.8% | +27.2% | +4.0% |
| 3M | +1.4% | -59.1% | +60.5% | +6.3% |
| 6M | -3.5% | -42.0% | +38.5% | -2.8% |
| YTD | +52.0% | -49.8% | +101.8% | +53.3% |
| 1Y | +22.1% | +43.1% | -21.0% | +10.7% |
| 3Y | -22.8% | -61.0% | +38.2% | -28.3% |
| All | -6.8% | -70.4% | +63.5% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 10y: compounded portfolio wealth divided by compounded FLNC 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…
10y analysis · Full analysis span regression · 6 months rolling