+947.6%
NEE vs LYB
+631.6%
+316.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | +0.1% | -0.2% |
| 7D | -1.9% | -0.7% | -1.2% | -1.8% |
| 30D | -3.1% | +1.5% | -4.7% | -3.4% |
| 3M | -2.4% | -0.3% | -2.1% | -2.6% |
| 6M | -8.6% | +0.1% | -8.7% | -9.5% |
| YTD | +4.9% | +53.4% | -48.5% | -3.4% |
| 1Y | +19.4% | +25.6% | -6.3% | +13.1% |
| 3Y | +34.9% | -21.3% | +56.1% | +36.4% |
| 5Y | +11.0% | -2.4% | +13.5% | +7.4% |
| 10Y | +252.3% | +48.8% | +203.6% | +191.7% |
| All | +947.6% | +631.6% | +316.0% | +510.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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