+75.8%
BA vs LYB
+48.3%
+27.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.9% | +3.7% | +3.2% |
| 7D | -0.8% | +0.3% | -1.1% | -1.0% |
| 30D | -9.0% | +2.5% | -11.4% | -10.4% |
| 3M | -5.0% | +1.4% | -6.4% | -7.2% |
| 6M | -1.7% | -3.5% | +1.8% | -5.8% |
| YTD | -3.1% | +52.0% | -55.1% | -30.4% |
| 1Y | -4.3% | +22.1% | -26.4% | -22.6% |
| 3Y | -0.3% | -22.8% | +22.5% | +2.8% |
| 5Y | +0.1% | -3.4% | +3.4% | -14.0% |
| All | +75.8% | +48.3% | +27.5% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 10y: compounded portfolio wealth divided by compounded LYB 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…
10y analysis · Full analysis span regression · 6 months rolling