+625.8%
NTAP vs LYB
+48.3%
+577.5%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.5% | +8.9% |
| 7D | +7.4% | +0.3% | +7.1% | +7.2% |
| 30D | -1.4% | +2.5% | -3.8% | -2.6% |
| 3M | +24.6% | +1.4% | +23.2% | +23.0% |
| 6M | +105.9% | -3.5% | +109.4% | +103.1% |
| YTD | +88.5% | +52.0% | +36.5% | +52.9% |
| 1Y | +62.1% | +22.1% | +40.0% | +43.0% |
| 3Y | +169.1% | -22.8% | +191.8% | +180.4% |
| 5Y | +141.9% | -3.4% | +145.2% | +124.0% |
| All | +625.8% | +48.3% | +577.5% | +470.6% |
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