+9.6%
NEM vs LYB
-0.9%
+10.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.5% | +0.3% |
| 7D | -1.0% | +0.3% | -1.3% | -0.9% |
| 30D | +7.8% | +2.5% | +5.4% | +8.4% |
| 3M | +30.2% | +1.4% | +28.8% | +30.1% |
| 6M | +9.6% | -3.5% | +13.1% | +8.2% |
| All | +9.6% | -0.9% | +10.5% | +8.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling