+46.3%
LYB vs FLR
+19.7%
+26.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.2% |
| 7D | +0.3% | -3.5% | +3.8% | +1.1% |
| 30D | +2.5% | +4.2% | -1.7% | +1.3% |
| 3M | +1.4% | +8.1% | -6.7% | -2.0% |
| 6M | -3.5% | +21.5% | -25.0% | -10.9% |
| YTD | +52.0% | +36.8% | +15.2% | +35.2% |
| 1Y | +22.1% | +31.2% | -9.1% | +8.8% |
| 3Y | -22.8% | +53.9% | -76.7% | -37.1% |
| 5Y | -3.4% | +243.0% | -246.4% | -39.0% |
| All | +46.3% | +19.7% | +26.5% | +11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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