-2.2%
BA vs LYB
-22.2%
+20.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.2% | -3.1% | +1.9% | -0.8% |
| 30D | -11.3% | +4.0% | -15.4% | -11.8% |
| 3M | -3.8% | +2.4% | -6.2% | -4.2% |
| 6M | -8.3% | -1.4% | -6.8% | -10.4% |
| YTD | -4.9% | +53.9% | -58.9% | -20.1% |
| 1Y | -10.1% | +26.1% | -36.1% | -19.2% |
| All | -2.2% | -22.2% | +20.0% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling