+1,065.2%
NRG vs LYB
+48.3%
+1,016.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.6% | +1.9% |
| 7D | -4.7% | +0.3% | -4.9% | -4.8% |
| 30D | -6.0% | +2.5% | -8.4% | -6.9% |
| 3M | -8.0% | +1.4% | -9.3% | -9.0% |
| 6M | -23.2% | -3.5% | -19.7% | -24.2% |
| YTD | -28.1% | +52.0% | -80.0% | -39.9% |
| 1Y | -27.3% | +22.1% | -49.3% | -34.9% |
| 3Y | +208.7% | -22.8% | +231.4% | +216.5% |
| 5Y | +197.7% | -3.4% | +201.0% | +178.3% |
| All | +1,065.2% | +48.3% | +1,016.9% | +678.9% |
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