+489.8%
LYB vs BAH
+878.1%
-388.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -3.1% | -1.3% | -1.8% | -2.7% |
| 30D | +4.0% | -6.6% | +10.6% | +5.9% |
| 3M | +2.4% | -7.2% | +9.6% | +4.0% |
| 6M | -1.4% | -10.0% | +8.5% | +0.5% |
| YTD | +53.9% | -12.5% | +66.4% | +56.9% |
| 1Y | +26.1% | -27.9% | +54.0% | +35.4% |
| 3Y | -21.0% | -31.4% | +10.4% | -17.8% |
| 5Y | -0.7% | -3.2% | +2.5% | -10.6% |
| 10Y | +49.3% | +191.5% | -142.2% | -9.1% |
| All | +489.8% | +878.1% | -388.3% | +102.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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