+227.5%
NEM vs LYB
+631.6%
-404.0%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -3.3% | -0.7% | -2.6% | -3.2% |
| 30D | +7.8% | +1.5% | +6.3% | +7.5% |
| 3M | +36.3% | -0.3% | +36.5% | +35.9% |
| 6M | +6.6% | +0.1% | +6.5% | +5.0% |
| YTD | +27.1% | +53.4% | -26.3% | +15.1% |
| 1Y | +62.3% | +25.6% | +36.7% | +51.9% |
| 3Y | +245.1% | -21.3% | +266.4% | +249.5% |
| 5Y | +154.0% | -2.4% | +156.4% | +144.3% |
| 10Y | +311.0% | +48.8% | +262.2% | +237.8% |
| All | +227.5% | +631.6% | -404.0% | +100.8% |
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