+6.8%
BABA vs LYB
+5.7%
+1.1%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.2% |
| 7D | -13.8% | +6.1% | -19.9% | -15.2% |
| 30D | -15.1% | +5.3% | -20.4% | -16.7% |
| 3M | -22.7% | +4.3% | -27.1% | -24.2% |
| 6M | -34.7% | -10.8% | -23.9% | -33.2% |
| YTD | -35.0% | +53.8% | -88.8% | -45.4% |
| 1Y | -40.4% | +50.5% | -90.9% | -49.8% |
| 3Y | +21.9% | -16.4% | +38.3% | +21.6% |
| 5Y | -39.9% | -4.8% | -35.1% | -42.7% |
| 10Y | +7.9% | +38.2% | -30.3% | -12.9% |
| All | +6.8% | +5.7% | +1.1% | -8.0% |
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