+22.1%
LYB vs FN
+10.7%
+11.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.6% | -0.8% |
| 7D | +0.3% | +1.8% | -1.5% | +0.4% |
| 30D | +2.5% | -27.5% | +30.0% | +0.5% |
| 3M | +1.4% | -28.8% | +30.2% | -0.3% |
| 6M | -3.5% | -20.9% | +17.4% | -2.5% |
| YTD | +52.0% | -8.9% | +60.9% | +55.9% |
| 1Y | +22.1% | +14.5% | +7.6% | +22.2% |
| All | +22.1% | +10.7% | +11.3% | +22.2% |
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 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