+639.9%
LYB vs BN
+814.0%
-174.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.5% |
| 7D | -0.7% | -5.9% | +5.2% | +3.2% |
| 30D | +1.5% | -15.1% | +16.6% | +12.4% |
| 3M | -0.3% | -14.6% | +14.3% | +9.4% |
| 6M | +0.1% | -8.4% | +8.5% | +2.1% |
| YTD | +53.4% | -16.8% | +70.2% | +65.9% |
| 1Y | +25.6% | -14.4% | +40.0% | +32.2% |
| 3Y | -21.3% | +70.1% | -91.4% | -51.9% |
| 5Y | -2.4% | +33.5% | -36.0% | -32.5% |
| 10Y | +48.8% | +260.2% | -211.5% | -53.5% |
| All | +639.9% | +814.0% | -174.2% | -0.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling