-4.9%
LYB vs FTI
+1,066.8%
-1,071.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.3% |
| 7D | +0.3% | -4.4% | +4.7% | +1.6% |
| 30D | +2.5% | +1.5% | +1.0% | +2.0% |
| 3M | +1.4% | +8.2% | -6.8% | -1.2% |
| 6M | -3.5% | +18.8% | -22.3% | -8.7% |
| YTD | +52.0% | +71.7% | -19.7% | +28.6% |
| 1Y | +22.1% | +90.0% | -68.0% | 0.0% |
| 3Y | -22.8% | +270.5% | -293.3% | -49.5% |
| All | -4.9% | +1,066.8% | -1,071.8% | -57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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