+397.7%
UAL vs LYB
+634.9%
-237.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.7% | -4.5% | -3.6% |
| 7D | +3.5% | -0.9% | +4.3% | +3.8% |
| 30D | -16.5% | +9.5% | -26.0% | -20.5% |
| 3M | +2.8% | +1.3% | +1.5% | +0.1% |
| 6M | +17.6% | -1.7% | +19.3% | +10.7% |
| YTD | -3.2% | +54.1% | -57.3% | -29.5% |
| 1Y | +0.4% | +25.7% | -25.2% | -19.1% |
| 3Y | +128.2% | -20.9% | +149.1% | +132.1% |
| 5Y | +137.7% | -1.5% | +139.3% | +113.9% |
| 10Y | +99.1% | +45.0% | +54.1% | +48.4% |
| All | +397.7% | +634.9% | -237.2% | +59.1% |
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