+56.7%
LYB vs USFR
+27.7%
+29.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +2.5% | +0.4% | +2.1% | +2.2% |
| 3M | +1.4% | +1.0% | +0.3% | +0.7% |
| 6M | -3.5% | +2.0% | -5.5% | -4.8% |
| YTD | +52.0% | +2.8% | +49.2% | +49.3% |
| 1Y | +22.1% | +4.1% | +18.0% | +18.9% |
| 3Y | -22.8% | +14.1% | -36.9% | -29.3% |
| 5Y | -3.4% | +20.6% | -23.9% | -14.8% |
| 10Y | +47.4% | +28.1% | +19.2% | +26.4% |
| All | +56.7% | +27.7% | +29.0% | +34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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