+6.8%
BABA vs LYB
+4.8%
+2.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +2.1% | -9.1% | -7.6% |
| 7D | -12.7% | +3.7% | -16.3% | -13.6% |
| 30D | -14.9% | +6.4% | -21.3% | -16.7% |
| 3M | -24.6% | +2.8% | -27.4% | -25.8% |
| 6M | -29.3% | -12.2% | -17.1% | -27.5% |
| YTD | -35.0% | +52.4% | -87.5% | -45.3% |
| 1Y | -39.7% | +56.8% | -96.5% | -49.9% |
| 3Y | +21.2% | -17.2% | +38.3% | +21.2% |
| 5Y | -39.9% | -5.6% | -34.3% | -42.5% |
| 10Y | +7.8% | +37.0% | -29.2% | -12.8% |
| All | +6.8% | +4.8% | +2.0% | -7.8% |
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