+51.1%
NEM vs LYB
+47.4%
+3.7%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | -4.7% | +14.6% | +9.5% |
| 7D | +3.7% | -6.2% | +9.9% | +3.2% |
| 30D | +2.0% | +6.3% | -4.3% | +2.2% |
| 3M | +21.1% | +4.1% | +17.0% | +21.2% |
| 6M | +9.5% | -15.5% | +25.0% | +8.3% |
| YTD | +19.1% | +50.2% | -31.2% | +10.6% |
| 1Y | +51.1% | +50.6% | +0.5% | +40.0% |
| All | +51.1% | +47.4% | +3.7% | +40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling