+24.4%
LYB vs NOC
-10.0%
+34.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.6% |
| 7D | -0.2% | -5.2% | +4.9% | +0.4% |
| 30D | +8.7% | -7.2% | +15.9% | +9.6% |
| 3M | -3.0% | -5.1% | +2.1% | -2.6% |
| 6M | +4.7% | -31.1% | +35.8% | +12.9% |
| YTD | +51.6% | -8.6% | +60.2% | +45.0% |
| 1Y | +24.4% | -9.7% | +34.1% | +19.0% |
| All | +24.4% | -10.0% | +34.4% | +19.0% |
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