+23.8%
BABA vs LYB
+5.9%
+18.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -2.2% | -3.1% | +0.9% | -1.3% |
| 30D | -17.3% | +4.0% | -21.4% | -18.4% |
| 3M | -7.8% | +2.4% | -10.2% | -8.8% |
| 6M | -16.8% | -1.4% | -15.3% | -18.4% |
| YTD | -24.7% | +53.9% | -78.6% | -36.4% |
| 1Y | -24.9% | +26.1% | -51.0% | -32.7% |
| 3Y | +29.1% | -21.0% | +50.1% | +31.7% |
| 5Y | -30.5% | -0.7% | -29.8% | -34.1% |
| 10Y | +16.7% | +49.3% | -32.6% | -7.4% |
| All | +23.8% | +5.9% | +18.0% | +7.3% |
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 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