+14,546.7%
NVDA vs LYB
+48.3%
+14,498.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.3% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -2.5% | +2.5% | -4.9% | -3.5% |
| 3M | +6.7% | +1.4% | +5.3% | +5.4% |
| 6M | +17.6% | -3.5% | +21.1% | +15.4% |
| YTD | +17.3% | +52.0% | -34.7% | -4.6% |
| 1Y | +23.5% | +22.1% | +1.5% | +8.4% |
| 3Y | +384.6% | -22.8% | +407.4% | +397.8% |
| 5Y | +875.4% | -3.4% | +878.8% | +807.9% |
| All | +14,546.7% | +48.3% | +14,498.4% | +11,509.3% |
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 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