-22.8%
LYB vs URI
+116.5%
-139.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | +0.3% | -2.1% | +2.3% | +0.7% |
| 30D | +2.5% | -12.4% | +14.9% | +5.1% |
| 3M | +1.4% | -7.3% | +8.7% | +2.3% |
| 6M | -3.5% | +27.2% | -30.7% | -11.4% |
| YTD | +52.0% | +23.0% | +29.0% | +40.1% |
| 1Y | +22.1% | +3.9% | +18.1% | +18.5% |
| 3Y | -22.8% | +121.6% | -144.4% | -43.2% |
| All | -22.8% | +116.5% | -139.3% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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