+46.3%
LYB vs NSC
+332.1%
-285.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.3% |
| 7D | +0.3% | -2.8% | +3.1% | +2.2% |
| 30D | +2.5% | -4.5% | +7.0% | +5.6% |
| 3M | +1.4% | +3.5% | -2.2% | -1.8% |
| 6M | -3.5% | +8.5% | -12.0% | -11.1% |
| YTD | +52.0% | +12.3% | +39.6% | +36.5% |
| 1Y | +22.1% | +18.9% | +3.1% | +4.8% |
| 3Y | -22.8% | +74.1% | -96.9% | -52.3% |
| 5Y | -3.4% | +43.9% | -47.3% | -33.2% |
| All | +46.3% | +332.1% | -285.8% | -48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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