+21.9%
BABA vs LYB
-15.9%
+37.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -13.8% | +6.1% | -19.9% | -14.7% |
| 30D | -15.1% | +5.3% | -20.4% | -16.2% |
| 3M | -22.7% | +4.3% | -27.1% | -23.8% |
| 6M | -34.7% | -10.8% | -23.9% | -33.5% |
| YTD | -35.0% | +53.8% | -88.8% | -47.2% |
| 1Y | -40.4% | +50.5% | -90.9% | -51.4% |
| 3Y | +21.9% | -16.4% | +38.3% | +22.6% |
| All | +21.9% | -15.9% | +37.8% | +22.6% |
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 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