+639.9%
LYB vs UL
+228.1%
+411.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | -0.7% | -4.1% | +3.4% | +1.3% |
| 30D | +1.5% | -1.2% | +2.7% | +2.0% |
| 3M | -0.3% | +6.0% | -6.3% | -4.0% |
| 6M | +0.1% | -5.5% | +5.5% | +1.0% |
| YTD | +53.4% | -3.3% | +56.8% | +52.6% |
| 1Y | +25.6% | -9.8% | +35.4% | +29.5% |
| 3Y | -21.3% | +20.1% | -41.4% | -32.6% |
| 5Y | -2.4% | +19.2% | -21.6% | -18.4% |
| 10Y | +48.8% | +65.4% | -16.6% | -3.4% |
| All | +639.9% | +228.1% | +411.8% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling