+23.3%
BA vs LYB
+38.1%
-14.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.5% |
| 7D | -1.1% | +6.1% | -7.2% | -4.1% |
| 30D | -7.1% | +5.3% | -12.5% | -10.1% |
| 3M | -25.5% | +4.3% | -29.9% | -28.0% |
| 6M | -28.7% | -10.8% | -17.9% | -26.4% |
| YTD | -21.0% | +53.8% | -74.8% | -44.2% |
| 1Y | -11.9% | +50.5% | -62.3% | -37.4% |
| 3Y | -16.2% | -16.4% | +0.3% | -18.5% |
| 5Y | -22.4% | -4.8% | -17.6% | -32.9% |
| All | +23.3% | +38.1% | -14.8% | -15.0% |
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