+24.4%
LYB vs NVD
-61.9%
+86.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.8% |
| 7D | -0.2% | -11.1% | +10.9% | +0.6% |
| 30D | +8.7% | -13.3% | +22.0% | +9.6% |
| 3M | -3.0% | -19.8% | +16.8% | -2.2% |
| 6M | +4.7% | -48.8% | +53.5% | +9.7% |
| YTD | +51.6% | -49.7% | +101.2% | +57.7% |
| 1Y | +24.4% | -61.4% | +85.7% | +33.6% |
| All | +24.4% | -61.9% | +86.2% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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