+642.3%
LYB vs NDAQ
+1,515.8%
-873.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NDAQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | +0.3% |
| 7D | -3.1% | -1.6% | -1.5% | -2.4% |
| 30D | +4.0% | -1.5% | +5.5% | +4.6% |
| 3M | +2.4% | +8.0% | -5.6% | -3.0% |
| 6M | -1.4% | +7.7% | -9.2% | -7.5% |
| YTD | +53.9% | -2.3% | +56.3% | +51.2% |
| 1Y | +26.1% | +0.6% | +25.5% | +21.4% |
| 3Y | -21.0% | +90.9% | -112.0% | -49.7% |
| 5Y | -0.7% | +52.5% | -53.2% | -29.9% |
| 10Y | +49.3% | +380.3% | -331.0% | -51.1% |
| All | +642.3% | +1,515.8% | -873.5% | -2.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling