+632.8%
LYB vs BIDU
+46.0%
+586.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +0.3% | -8.1% | +8.4% | +2.3% |
| 30D | +2.5% | -12.8% | +15.3% | +5.5% |
| 3M | +1.4% | -21.3% | +22.7% | +6.6% |
| 6M | -3.5% | -27.0% | +23.5% | +1.9% |
| YTD | +52.0% | -30.0% | +82.0% | +60.9% |
| 1Y | +22.1% | -18.3% | +40.3% | +22.2% |
| 3Y | -22.8% | -33.8% | +11.1% | -21.0% |
| 5Y | -3.4% | -44.3% | +40.9% | -5.9% |
| 10Y | +47.4% | -49.8% | +97.2% | +28.7% |
| All | +632.8% | +46.0% | +586.9% | +271.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling