+50.6%
LYB vs BN
-3.9%
+54.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +6.1% | -10.8% | -3.3% |
| 7D | -6.2% | +12.0% | -18.2% | -3.5% |
| 30D | +6.3% | +17.0% | -10.7% | +10.3% |
| 3M | +4.1% | -3.2% | +7.3% | +4.3% |
| 6M | -15.5% | -3.9% | -11.6% | -15.2% |
| YTD | +50.2% | -5.6% | +55.8% | +57.7% |
| 1Y | +50.6% | -4.7% | +55.3% | +58.6% |
| All | +50.6% | -3.9% | +54.5% | +58.6% |
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