-4.9%
LYB vs NDAQ
+49.0%
-54.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.4% | -0.8% |
| 7D | +0.3% | -5.6% | +5.8% | +1.7% |
| 30D | +2.5% | -4.4% | +6.8% | +3.5% |
| 3M | +1.4% | +5.9% | -4.5% | -0.7% |
| 6M | -3.5% | +7.7% | -11.2% | -6.5% |
| YTD | +52.0% | -5.2% | +57.1% | +53.0% |
| 1Y | +22.1% | -3.4% | +25.4% | +21.9% |
| 3Y | -22.8% | +85.6% | -108.4% | -39.7% |
| All | -4.9% | +49.0% | -54.0% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NDAQ.
Daily Out/Under-Performance
Portfolio return minus NDAQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NDAQ 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 NDAQ 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