+49.0%
LYB vs NYT
+11.3%
+37.6%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.1% |
| 7D | -5.7% | -5.5% | -0.2% | -5.8% |
| 30D | +4.6% | +2.7% | +1.9% | +4.8% |
| 3M | +5.5% | +0.5% | +5.0% | +5.9% |
| 6M | -19.1% | -14.6% | -4.5% | -19.2% |
| YTD | +47.1% | -4.4% | +51.5% | +46.5% |
| 1Y | +49.0% | +15.2% | +33.8% | +33.4% |
| All | +49.0% | +11.3% | +37.6% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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