+22.1%
LYB vs FLNC
+46.9%
-24.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.0% |
| 7D | +0.3% | -4.1% | +4.3% | +0.3% |
| 30D | +2.5% | -24.8% | +27.2% | +2.6% |
| 3M | +1.4% | -59.1% | +60.5% | +2.2% |
| 6M | -3.5% | -42.0% | +38.5% | -3.0% |
| YTD | +52.0% | -49.8% | +101.8% | +53.8% |
| 1Y | +22.1% | +43.1% | -21.0% | +27.5% |
| All | +22.1% | +46.9% | -24.8% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling