-5.6%
LYB vs FN
+194.5%
-200.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.1% | +6.2% | +2.3% |
| 7D | +3.7% | +20.8% | -17.1% | +2.5% |
| 30D | +6.4% | -17.3% | +23.7% | +7.3% |
| 3M | +2.8% | -38.1% | +40.9% | +5.3% |
| 6M | -12.2% | -44.2% | +32.0% | -9.9% |
| YTD | +52.4% | -22.3% | +74.7% | +49.1% |
| 1Y | +56.8% | -20.9% | +77.7% | +52.3% |
| 3Y | -17.2% | +111.1% | -128.2% | -34.3% |
| 5Y | -5.6% | +191.8% | -197.4% | -37.3% |
| All | -5.6% | +194.5% | -200.1% | -37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling