+632.8%
LYB vs FLR
+20.0%
+612.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.2% | -2.2% | -1.3% |
| 7D | +0.3% | -3.5% | +3.8% | +1.4% |
| 30D | +2.5% | +4.2% | -1.7% | +0.9% |
| 3M | +1.4% | +8.1% | -6.7% | -3.0% |
| 6M | -3.5% | +21.5% | -25.0% | -13.1% |
| YTD | +52.0% | +36.8% | +15.2% | +30.6% |
| 1Y | +22.1% | +31.2% | -9.1% | +5.1% |
| 3Y | -22.8% | +53.9% | -76.7% | -41.1% |
| 5Y | -3.4% | +243.0% | -246.4% | -47.7% |
| 10Y | +47.4% | +18.8% | +28.5% | +9.0% |
| All | +632.8% | +20.0% | +612.8% | +429.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling