+869.7%
LYB vs FN
+2,895.3%
-2,025.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -7.3% | +8.2% | +2.1% |
| 7D | +6.1% | +0.3% | +5.9% | +5.7% |
| 30D | +5.3% | -16.5% | +21.9% | +7.4% |
| 3M | +4.3% | -42.1% | +46.4% | +12.4% |
| 6M | -10.8% | -52.9% | +42.1% | -1.9% |
| YTD | +53.8% | -28.0% | +81.7% | +49.8% |
| 1Y | +50.5% | -18.5% | +69.0% | +41.8% |
| 3Y | -16.4% | +93.9% | -110.3% | -40.7% |
| 5Y | -4.8% | +170.5% | -175.3% | -40.5% |
| 10Y | +38.2% | +704.1% | -665.9% | -36.6% |
| All | +869.7% | +2,895.3% | -2,025.6% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling