+402.6%
UAL vs LYB
+633.0%
-230.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -3.0% | +6.1% | -9.2% | -5.9% |
| 30D | +10.5% | +5.3% | +5.1% | +6.9% |
| 3M | -13.5% | +4.3% | -17.8% | -16.7% |
| 6M | +14.2% | -10.8% | +25.0% | +16.3% |
| YTD | -2.2% | +53.8% | -56.0% | -29.7% |
| 1Y | +12.5% | +50.5% | -38.0% | -18.5% |
| 3Y | +186.8% | -16.4% | +203.2% | +180.0% |
| 5Y | +119.4% | -4.8% | +124.2% | +98.7% |
| 10Y | +81.4% | +38.2% | +43.3% | +35.5% |
| All | +402.6% | +633.0% | -230.5% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LYB.
Daily Out/Under-Performance
Portfolio return minus LYB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYB 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 LYB 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