+169.1%
NTAP vs LYB
-23.1%
+192.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.5% | +8.8% |
| 7D | +7.4% | +0.3% | +7.1% | +7.3% |
| 30D | -1.4% | +2.5% | -3.8% | -2.1% |
| 3M | +24.6% | +1.4% | +23.2% | +23.7% |
| 6M | +105.9% | -3.5% | +109.4% | +103.4% |
| YTD | +88.5% | +52.0% | +36.5% | +59.9% |
| 1Y | +62.1% | +22.1% | +40.0% | +47.2% |
| 3Y | +169.1% | -22.8% | +191.8% | +162.3% |
| All | +169.1% | -23.1% | +192.2% | +162.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling