+0.1%
LYB vs FND
-20.7%
+20.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.9% |
| 7D | -0.7% | -5.1% | +4.4% | -2.7% |
| 30D | +1.5% | -22.5% | +24.1% | -8.0% |
| 3M | -0.3% | -5.0% | +4.7% | -0.1% |
| 6M | +0.1% | -21.5% | +21.6% | -10.6% |
| All | +0.1% | -20.7% | +20.7% | -10.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling