+50.6%
LYB vs NOC
-7.1%
+57.7%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.5% | -0.2% | -4.0% |
| 7D | -6.2% | -5.0% | -1.3% | -5.5% |
| 30D | +6.3% | +10.3% | -4.0% | +5.1% |
| 3M | +4.1% | -4.3% | +8.4% | +4.3% |
| 6M | -15.5% | -6.5% | -9.0% | -15.1% |
| YTD | +50.2% | -6.7% | +57.0% | +43.2% |
| 1Y | +50.6% | -7.5% | +58.1% | +43.3% |
| All | +50.6% | -7.1% | +57.7% | +43.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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