-23.9%
BABA vs LYB
+26.2%
-50.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | -2.9% | -0.7% | -2.2% | -2.9% |
| 30D | -15.1% | +1.5% | -16.6% | -15.1% |
| 3M | -5.0% | -0.3% | -4.8% | -5.3% |
| 6M | -19.9% | +0.1% | -20.0% | -22.5% |
| YTD | -25.3% | +53.4% | -78.7% | -37.3% |
| 1Y | -23.9% | +25.6% | -49.5% | -26.7% |
| All | -23.9% | +26.2% | -50.1% | -26.7% |
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