+24.4%
LYB vs BN
-6.5%
+30.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -0.2% | -2.5% | +2.2% | -0.4% |
| 30D | +8.7% | -9.5% | +18.2% | +7.8% |
| 3M | -3.0% | -10.4% | +7.4% | -3.7% |
| 6M | +4.7% | -6.4% | +11.1% | +5.4% |
| YTD | +51.6% | -11.9% | +63.4% | +55.2% |
| 1Y | +24.4% | -8.6% | +33.0% | +24.2% |
| All | +24.4% | -6.5% | +30.8% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 1y: compounded portfolio wealth divided by compounded BN 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…
1y analysis · Full analysis span regression · 6 months rolling