+632.8%
LYB vs NI
+1,020.3%
-387.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.3% | 0.0% | +0.2% | +0.2% |
| 30D | +2.5% | -1.4% | +3.8% | +3.2% |
| 3M | +1.4% | -10.6% | +12.0% | +7.9% |
| 6M | -3.5% | -9.3% | +5.8% | +1.3% |
| YTD | +52.0% | +1.1% | +50.8% | +49.2% |
| 1Y | +22.1% | +3.4% | +18.7% | +18.0% |
| 3Y | -22.8% | +67.9% | -90.6% | -46.0% |
| 5Y | -3.4% | +98.0% | -101.3% | -40.8% |
| 10Y | +47.4% | +143.6% | -96.2% | -24.5% |
| All | +632.8% | +1,020.3% | -387.4% | -12.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling