-4.9%
LYB vs FLR
+238.1%
-243.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.2% |
| 7D | +0.3% | -3.5% | +3.8% | +0.9% |
| 30D | +2.5% | +4.2% | -1.7% | +1.6% |
| 3M | +1.4% | +8.1% | -6.7% | -1.3% |
| 6M | -3.5% | +21.5% | -25.0% | -9.8% |
| YTD | +52.0% | +36.8% | +15.2% | +36.9% |
| 1Y | +22.1% | +31.2% | -9.1% | +10.1% |
| 3Y | -22.8% | +53.9% | -76.7% | -37.4% |
| All | -4.9% | +238.1% | -243.1% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling