-22.8%
LYB vs FND
-50.3%
+27.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.1% |
| 7D | +0.3% | -5.8% | +6.0% | +1.2% |
| 30D | +2.5% | -20.2% | +22.7% | +6.1% |
| 3M | +1.4% | -12.0% | +13.3% | +2.2% |
| 6M | -3.5% | -18.5% | +15.0% | -1.6% |
| YTD | +52.0% | -22.3% | +74.2% | +56.7% |
| 1Y | +22.1% | -47.6% | +69.7% | +42.5% |
| 3Y | -22.8% | -49.8% | +27.0% | -13.9% |
| All | -22.8% | -50.3% | +27.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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