+24.4%
LYB vs FN
+17.1%
+7.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.1% | -1.7% |
| 7D | -0.2% | -1.7% | +1.4% | -0.3% |
| 30D | +8.7% | -22.0% | +30.7% | +7.2% |
| 3M | -3.0% | -43.0% | +40.0% | -6.3% |
| 6M | +4.7% | -27.7% | +32.5% | +5.0% |
| YTD | +51.6% | -10.5% | +62.1% | +55.3% |
| 1Y | +24.4% | +12.5% | +11.9% | +25.5% |
| All | +24.4% | +17.1% | +7.3% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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