+22.1%
LYB vs NI
+4.4%
+17.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | 0.0% | +0.2% | +0.3% |
| 30D | +2.5% | -1.4% | +3.8% | +2.7% |
| 3M | +1.4% | -10.6% | +12.0% | +3.4% |
| 6M | -3.5% | -9.3% | +5.8% | -2.7% |
| YTD | +52.0% | +1.1% | +50.8% | +45.1% |
| 1Y | +22.1% | +3.4% | +18.7% | +14.4% |
| All | +22.1% | +4.4% | +17.6% | +14.4% |
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