+632.8%
LYB vs NYT
+623.0%
+9.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.4% | -1.1% |
| 7D | +0.3% | -0.6% | +0.9% | +0.5% |
| 30D | +2.5% | +4.6% | -2.1% | +0.8% |
| 3M | +1.4% | -9.6% | +11.0% | +4.3% |
| 6M | -3.5% | -14.0% | +10.5% | +0.2% |
| YTD | +52.0% | -2.8% | +54.8% | +50.1% |
| 1Y | +22.1% | +15.6% | +6.5% | +12.9% |
| 3Y | -22.8% | +56.3% | -79.1% | -37.6% |
| 5Y | -3.4% | +39.5% | -42.9% | -21.4% |
| 10Y | +47.4% | +488.0% | -440.7% | -36.3% |
| All | +632.8% | +623.0% | +9.9% | +155.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling