+46.3%
LYB vs NLY
+81.8%
-35.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | +0.3% | -4.0% | +4.3% | +2.3% |
| 30D | +2.5% | -5.2% | +7.7% | +5.2% |
| 3M | +1.4% | +2.8% | -1.4% | -0.6% |
| 6M | -3.5% | +4.2% | -7.7% | -7.2% |
| YTD | +52.0% | +4.7% | +47.3% | +45.7% |
| 1Y | +22.1% | +12.7% | +9.3% | +12.4% |
| 3Y | -22.8% | +62.5% | -85.3% | -41.6% |
| 5Y | -3.4% | +26.3% | -29.7% | -18.0% |
| All | +46.3% | +81.8% | -35.6% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 10y: compounded portfolio wealth divided by compounded NLY 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…
10y analysis · Full analysis span regression · 6 months rolling