+24.4%
LYB vs NI
+1.4%
+22.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.8% |
| 7D | -0.2% | +2.0% | -2.3% | -0.6% |
| 30D | +8.7% | -3.5% | +12.3% | +9.4% |
| 3M | -3.0% | -9.1% | +6.1% | -1.2% |
| 6M | +4.7% | -11.8% | +16.6% | +6.9% |
| YTD | +51.6% | +1.1% | +50.5% | +44.5% |
| 1Y | +24.4% | +6.7% | +17.7% | +13.0% |
| All | +24.4% | +1.4% | +22.9% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NI.
Daily Out/Under-Performance
Portfolio return minus NI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NI 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 1y: compounded portfolio wealth divided by compounded NI 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…
1y analysis · Full analysis span regression · 6 months rolling