+46.3%
LYB vs URA
+346.2%
-299.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.3% | 0.0% |
| 7D | +0.3% | -5.5% | +5.8% | +1.8% |
| 30D | +2.5% | -3.7% | +6.2% | +3.1% |
| 3M | +1.4% | -2.9% | +4.3% | +1.1% |
| 6M | -3.5% | -15.2% | +11.8% | -1.8% |
| YTD | +52.0% | +1.9% | +50.1% | +43.6% |
| 1Y | +22.1% | +6.9% | +15.1% | +10.5% |
| 3Y | -22.8% | +99.6% | -122.4% | -48.7% |
| 5Y | -3.4% | +101.2% | -104.5% | -40.8% |
| All | +46.3% | +346.2% | -299.9% | -49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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