+202.1%
BA vs LYB
+626.8%
-424.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -2.6% |
| 7D | -0.6% | +3.7% | -4.2% | -2.2% |
| 30D | -8.0% | +6.4% | -14.5% | -11.0% |
| 3M | -25.8% | +2.8% | -28.6% | -27.5% |
| 6M | -27.6% | -12.2% | -15.3% | -25.0% |
| YTD | -21.0% | +52.4% | -73.4% | -40.3% |
| 1Y | -12.3% | +56.8% | -69.0% | -35.1% |
| 3Y | -12.8% | -17.2% | +4.4% | -14.4% |
| 5Y | -22.4% | -5.6% | -16.7% | -29.9% |
| 10Y | +24.6% | +37.0% | -12.4% | -9.6% |
| All | +202.1% | +626.8% | -424.6% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling