-22.8%
LYB vs NSC
+73.4%
-96.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.6% |
| 7D | +0.3% | -2.8% | +3.1% | +1.4% |
| 30D | +2.5% | -4.5% | +7.0% | +4.3% |
| 3M | +1.4% | +3.5% | -2.2% | -0.6% |
| 6M | -3.5% | +8.5% | -12.0% | -8.3% |
| YTD | +52.0% | +12.3% | +39.6% | +41.8% |
| 1Y | +22.1% | +18.9% | +3.1% | +10.4% |
| 3Y | -22.8% | +74.1% | -96.9% | -43.2% |
| All | -22.8% | +73.4% | -96.1% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling