+632.8%
LYB vs BNS
+290.6%
+342.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.5% |
| 7D | +0.3% | -0.4% | +0.7% | +0.6% |
| 30D | +2.5% | +3.5% | -1.0% | -1.4% |
| 3M | +1.4% | +14.1% | -12.7% | -11.1% |
| 6M | -3.5% | +33.8% | -37.3% | -27.8% |
| YTD | +52.0% | +29.5% | +22.5% | +16.4% |
| 1Y | +22.1% | +48.4% | -26.4% | -17.8% |
| 3Y | -22.8% | +129.6% | -152.4% | -66.3% |
| 5Y | -3.4% | +96.1% | -99.4% | -51.9% |
| 10Y | +47.4% | +186.2% | -138.8% | -47.4% |
| All | +632.8% | +290.6% | +342.2% | +102.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling