-24.0%
NKE vs LYB
+48.3%
-72.3%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -4.2% | +0.3% | -4.4% | -4.3% |
| 30D | -8.2% | +2.5% | -10.7% | -9.1% |
| 3M | -19.1% | +1.4% | -20.5% | -20.0% |
| 6M | -32.6% | -3.5% | -29.1% | -33.6% |
| YTD | -40.7% | +52.0% | -92.7% | -51.3% |
| 1Y | -48.9% | +22.1% | -70.9% | -54.6% |
| 3Y | -59.2% | -22.8% | -36.5% | -57.7% |
| 5Y | -75.3% | -3.4% | -72.0% | -76.7% |
| All | -24.0% | +48.3% | -72.3% | -40.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling