-52.8%
NRG vs LYB
+47.1%
-99.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.4% |
| 7D | -17.0% | -5.7% | -11.3% | -17.4% |
| 30D | -21.9% | +4.6% | -26.4% | -21.3% |
| 3M | -32.9% | +5.5% | -38.4% | -32.3% |
| 6M | -48.4% | -19.1% | -29.3% | -48.6% |
| YTD | -48.7% | +47.1% | -95.7% | -48.0% |
| 1Y | -52.8% | +49.0% | -101.8% | -52.0% |
| All | -52.8% | +47.1% | -99.9% | -52.0% |
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