+46.3%
LYB vs UL
+66.7%
-20.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.6% | -1.2% |
| 7D | +0.3% | -3.4% | +3.7% | +1.5% |
| 30D | +2.5% | +0.5% | +2.0% | +2.2% |
| 3M | +1.4% | +7.2% | -5.9% | -1.9% |
| 6M | -3.5% | -3.1% | -0.4% | -3.5% |
| YTD | +52.0% | -2.7% | +54.7% | +51.4% |
| 1Y | +22.1% | -10.2% | +32.3% | +25.8% |
| 3Y | -22.8% | +20.3% | -43.0% | -31.7% |
| 5Y | -3.4% | +19.9% | -23.3% | -16.0% |
| All | +46.3% | +66.7% | -20.4% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling