+1,710.4%
NXPI vs LYB
+796.3%
+914.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.3% | -3.1% | +0.8% | -0.8% |
| 30D | -4.3% | +4.0% | -8.4% | -6.5% |
| 3M | -24.7% | +2.4% | -27.1% | -26.7% |
| 6M | +9.7% | -1.4% | +11.2% | +5.5% |
| YTD | +3.8% | +53.9% | -50.2% | -22.7% |
| 1Y | +1.6% | +26.1% | -24.5% | -16.6% |
| 3Y | +16.0% | -21.0% | +37.1% | +21.3% |
| 5Y | +16.1% | -0.7% | +16.9% | +5.9% |
| 10Y | +211.4% | +49.3% | +162.1% | +99.6% |
| All | +1,710.4% | +796.3% | +914.2% | +291.5% |
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