-21.8%
LYB vs FN
+173.9%
-195.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | -3.1% | +5.8% | -8.9% | -3.3% |
| 30D | +4.0% | -20.6% | +24.7% | +4.6% |
| 3M | +2.4% | -28.6% | +31.0% | +3.3% |
| 6M | -1.4% | -20.7% | +19.3% | -1.7% |
| YTD | +53.9% | -8.1% | +62.1% | +50.9% |
| 1Y | +26.1% | +13.3% | +12.8% | +19.9% |
| All | -21.8% | +173.9% | -195.7% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling