-22.8%
LYB vs NXT
+90.7%
-113.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | +0.3% | -1.9% | +2.2% | +0.4% |
| 30D | +2.5% | -20.0% | +22.5% | +3.6% |
| 3M | +1.4% | -30.7% | +32.1% | +3.2% |
| 6M | -3.5% | -29.0% | +25.5% | -2.9% |
| YTD | +52.0% | -4.8% | +56.8% | +47.7% |
| 1Y | +22.1% | +22.8% | -0.7% | +14.4% |
| 3Y | -22.8% | +93.9% | -116.7% | -33.1% |
| All | -22.8% | +90.7% | -113.5% | -33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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