+856.0%
LYB vs FN
+3,620.5%
-2,764.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.1% | -5.1% | -2.5% |
| 7D | -0.2% | -1.7% | +1.4% | 0.0% |
| 30D | +8.7% | -22.0% | +30.7% | +12.8% |
| 3M | -3.0% | -43.0% | +40.0% | +5.5% |
| 6M | +4.7% | -27.7% | +32.5% | +6.2% |
| YTD | +51.6% | -10.5% | +62.1% | +44.8% |
| 1Y | +24.4% | +12.5% | +11.9% | +11.4% |
| 3Y | -23.5% | +153.8% | -177.3% | -47.6% |
| 5Y | -6.5% | +288.0% | -294.5% | -45.0% |
| 10Y | +40.5% | +906.4% | -866.0% | -37.1% |
| All | +856.0% | +3,620.5% | -2,764.6% | +211.5% |
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