+27.5%
BABA vs LYB
+6.0%
+21.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -1.0% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | -12.3% | +9.5% | -21.8% | -14.6% |
| 3M | -5.3% | +1.3% | -6.6% | -6.0% |
| 6M | -13.1% | -1.7% | -11.3% | -14.7% |
| YTD | -22.4% | +54.1% | -76.6% | -34.5% |
| 1Y | -19.5% | +25.7% | -45.2% | -27.8% |
| 3Y | +32.9% | -20.9% | +53.9% | +35.6% |
| 5Y | -29.9% | -1.5% | -28.3% | -33.4% |
| 10Y | +16.7% | +45.0% | -28.3% | -6.6% |
| All | +27.5% | +6.0% | +21.5% | +10.4% |
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