+45.4%
BND vs LYB
+624.6%
-579.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.9% | -0.1% |
| 7D | -1.0% | +0.3% | -1.3% | -1.0% |
| 30D | -1.1% | +2.5% | -3.6% | -1.1% |
| 3M | -1.9% | +1.4% | -3.3% | -1.8% |
| 6M | -1.6% | -3.5% | +1.9% | -1.6% |
| YTD | -1.2% | +52.0% | -53.2% | -0.7% |
| 1Y | -0.7% | +22.1% | -22.8% | -0.4% |
| 3Y | +12.5% | -22.8% | +35.3% | +12.3% |
| 5Y | -2.5% | -3.4% | +0.8% | -2.3% |
| 10Y | +14.9% | +47.4% | -32.5% | +16.8% |
| All | +45.4% | +624.6% | -579.2% | +56.6% |
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