+273.8%
BA vs LYB
+622.7%
-348.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.7% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -11.6% | +8.7% | -20.3% | -15.3% |
| 3M | -2.4% | -3.0% | +0.7% | -2.4% |
| 6M | -6.6% | +4.7% | -11.4% | -13.4% |
| YTD | -2.2% | +51.6% | -53.8% | -25.4% |
| 1Y | -8.0% | +24.4% | -32.4% | -23.4% |
| 3Y | -5.0% | -23.5% | +18.5% | -2.3% |
| 5Y | -2.7% | -6.5% | +3.8% | -11.3% |
| 10Y | +75.9% | +40.5% | +35.4% | +27.5% |
| All | +273.8% | +622.7% | -348.9% | +23.1% |
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 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