+384.6%
NVDA vs LYB
-23.1%
+407.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -5.1% | +0.3% | -5.4% | -5.2% |
| 30D | -2.5% | +2.5% | -4.9% | -2.7% |
| 3M | +6.7% | +1.4% | +5.3% | +6.4% |
| 6M | +17.6% | -3.5% | +21.1% | +16.2% |
| YTD | +17.3% | +52.0% | -34.7% | +5.2% |
| 1Y | +23.5% | +22.1% | +1.5% | +17.1% |
| 3Y | +384.6% | -22.8% | +407.4% | +372.0% |
| All | +384.6% | -23.1% | +407.8% | +372.0% |
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