-35.3%
BABA vs LYB
+47.4%
-82.7%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -4.7% | +9.6% | +4.6% |
| 7D | +4.3% | -6.2% | +10.5% | +3.9% |
| 30D | -5.0% | +6.3% | -11.3% | -4.8% |
| 3M | -18.4% | +4.1% | -22.5% | -18.2% |
| 6M | -20.3% | -15.5% | -4.8% | -21.6% |
| YTD | -27.5% | +50.2% | -77.8% | -34.3% |
| 1Y | -35.3% | +50.6% | -85.9% | -41.3% |
| All | -35.3% | +47.4% | -82.7% | -41.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling