-22.8%
LYB vs BIDU
-34.3%
+11.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | +0.3% | -8.1% | +8.4% | +1.1% |
| 30D | +2.5% | -12.8% | +15.3% | +3.8% |
| 3M | +1.4% | -21.3% | +22.7% | +3.8% |
| 6M | -3.5% | -27.0% | +23.5% | -0.9% |
| YTD | +52.0% | -30.0% | +82.0% | +56.2% |
| 1Y | +22.1% | -18.3% | +40.3% | +20.2% |
| 3Y | -22.8% | -33.8% | +11.1% | -28.5% |
| All | -22.8% | -34.3% | +11.6% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 3y: compounded portfolio wealth divided by compounded BIDU 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…
3y analysis · Full analysis span regression · 6 months rolling