+46.3%
LYB vs FN
+954.1%
-907.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -1.4% |
| 7D | +0.3% | +1.8% | -1.5% | 0.0% |
| 30D | +2.5% | -27.5% | +30.0% | +7.3% |
| 3M | +1.4% | -28.8% | +30.2% | +5.3% |
| 6M | -3.5% | -20.9% | +17.4% | -3.8% |
| YTD | +52.0% | -8.9% | +60.9% | +44.6% |
| 1Y | +22.1% | +14.5% | +7.6% | +8.8% |
| 3Y | -22.8% | +172.6% | -195.4% | -49.3% |
| 5Y | -3.4% | +300.6% | -304.0% | -46.7% |
| All | +46.3% | +954.1% | -907.8% | -41.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling