-31.7%
NKE vs LYB
+47.4%
-79.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -4.7% | +10.0% | +5.3% |
| 7D | +9.0% | -6.2% | +15.2% | +9.1% |
| 30D | +19.2% | +6.3% | +12.9% | +18.8% |
| 3M | -1.5% | +4.1% | -5.6% | -1.8% |
| 6M | -4.2% | -15.5% | +11.3% | -3.1% |
| YTD | -34.8% | +50.2% | -85.0% | -43.4% |
| 1Y | -31.7% | +50.6% | -82.3% | -41.3% |
| All | -31.7% | +47.4% | -79.1% | -41.3% |
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