+610.4%
NTAP vs LYB
+633.9%
-23.5%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | +2.2% | -3.1% | +5.3% | +3.4% |
| 30D | -7.0% | +4.0% | -11.1% | -8.7% |
| 3M | +12.3% | +2.4% | +9.9% | +10.5% |
| 6M | +85.1% | -1.4% | +86.6% | +81.5% |
| YTD | +74.8% | +53.9% | +20.8% | +42.9% |
| 1Y | +52.7% | +26.1% | +26.6% | +34.1% |
| 3Y | +147.7% | -21.0% | +168.7% | +155.1% |
| 5Y | +124.8% | -0.7% | +125.5% | +107.8% |
| 10Y | +589.7% | +49.3% | +540.5% | +412.2% |
| All | +610.4% | +633.9% | -23.5% | +129.6% |
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 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