+43.4%
NVTS vs LYB
-23.1%
+66.5%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.9% | +5.3% | +4.8% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -16.5% | +2.5% | -19.0% | -17.7% |
| 3M | -47.6% | +1.4% | -49.0% | -48.4% |
| 6M | +7.3% | -3.5% | +10.8% | +3.8% |
| YTD | +62.9% | +52.0% | +10.9% | +12.7% |
| 1Y | +91.3% | +22.1% | +69.2% | +55.1% |
| 3Y | +43.4% | -22.8% | +66.2% | +68.7% |
| All | +43.4% | -23.1% | +66.5% | +68.7% |
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