-22.8%
LYB vs NVMI
+207.9%
-230.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.1% |
| 7D | +0.3% | -0.1% | +0.3% | +0.3% |
| 30D | +2.5% | -8.4% | +10.9% | +3.0% |
| 3M | +1.4% | -33.6% | +34.9% | +4.2% |
| 6M | -3.5% | -14.7% | +11.2% | -4.3% |
| YTD | +52.0% | +13.2% | +38.8% | +43.9% |
| 1Y | +22.1% | +29.0% | -7.0% | +12.9% |
| 3Y | -22.8% | +215.0% | -237.8% | -42.2% |
| All | -22.8% | +207.9% | -230.6% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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