+2,627.8%
NOW vs LYB
+243.6%
+2,384.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.7% | -6.7% | -5.4% |
| 7D | -6.1% | -0.9% | -5.2% | -6.0% |
| 30D | +7.5% | +9.5% | -2.0% | +4.7% |
| 3M | +17.5% | +1.3% | +16.2% | +16.5% |
| 6M | +7.9% | -1.7% | +9.7% | +6.7% |
| YTD | -12.4% | +54.1% | -66.5% | -24.6% |
| 1Y | -28.6% | +25.7% | -54.2% | -35.0% |
| 3Y | +11.8% | -20.9% | +32.8% | +14.1% |
| 5Y | +2.6% | -1.5% | +4.2% | -3.1% |
| 10Y | +790.0% | +45.0% | +745.0% | +555.7% |
| All | +2,627.8% | +243.6% | +2,384.2% | +1,410.2% |
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 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