-4.9%
LYB vs BNS
+94.7%
-99.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.2% |
| 7D | +0.3% | -0.4% | +0.7% | +0.4% |
| 30D | +2.5% | +3.5% | -1.0% | +0.7% |
| 3M | +1.4% | +14.1% | -12.7% | -5.4% |
| 6M | -3.5% | +33.8% | -37.3% | -18.1% |
| YTD | +52.0% | +29.5% | +22.5% | +31.0% |
| 1Y | +22.1% | +48.4% | -26.4% | -3.7% |
| 3Y | -22.8% | +129.6% | -152.4% | -55.0% |
| All | -4.9% | +94.7% | -99.6% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 5y: compounded portfolio wealth divided by compounded BNS 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…
5y analysis · Full analysis span regression · 6 months rolling