+632.8%
LYB vs NOC
+1,053.5%
-420.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -1.0% |
| 7D | +0.3% | +0.8% | -0.5% | -0.1% |
| 30D | +2.5% | -9.7% | +12.2% | +7.5% |
| 3M | +1.4% | -5.6% | +7.0% | +3.7% |
| 6M | -3.5% | -28.6% | +25.1% | +12.7% |
| YTD | +52.0% | -7.9% | +59.9% | +54.7% |
| 1Y | +22.1% | -9.5% | +31.6% | +25.0% |
| 3Y | -22.8% | +28.4% | -51.1% | -37.5% |
| 5Y | -3.4% | +59.0% | -62.3% | -36.9% |
| 10Y | +47.4% | +191.3% | -143.9% | -42.2% |
| All | +632.8% | +1,053.5% | -420.7% | -21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling