+155.1%
NEM vs LYB
-4.6%
+159.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.7% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | +7.8% | +2.5% | +5.4% | +7.4% |
| 3M | +30.2% | +1.4% | +28.8% | +29.6% |
| 6M | +9.6% | -3.5% | +13.1% | +8.2% |
| YTD | +27.8% | +52.0% | -24.2% | +13.6% |
| 1Y | +60.7% | +22.1% | +38.6% | +49.6% |
| 3Y | +245.3% | -22.8% | +268.1% | +263.9% |
| All | +155.1% | -4.6% | +159.7% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling