+656.6%
BNY vs LYB
+624.6%
+32.0%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +1.0% | +0.4% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | -0.2% | +2.5% | -2.6% | -1.4% |
| 3M | +14.9% | +1.4% | +13.5% | +13.4% |
| 6M | +40.0% | -3.5% | +43.5% | +37.8% |
| YTD | +42.0% | +52.0% | -10.0% | +14.8% |
| 1Y | +56.9% | +22.1% | +34.8% | +37.4% |
| 3Y | +289.9% | -22.8% | +312.6% | +302.7% |
| 5Y | +259.2% | -3.4% | +262.6% | +232.6% |
| 10Y | +413.3% | +47.4% | +365.9% | +267.3% |
| All | +656.6% | +624.6% | +32.0% | +153.7% |
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 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