+75.5%
UMC vs LYB
+47.1%
+28.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -2.1% | -14.6% | -17.2% |
| 7D | -25.8% | -5.7% | -20.1% | -26.8% |
| 30D | -42.3% | +4.6% | -46.9% | -41.5% |
| 3M | -30.6% | +5.5% | -36.1% | -29.5% |
| 6M | -2.8% | -19.1% | +16.3% | -4.7% |
| YTD | +73.2% | +47.1% | +26.2% | +78.4% |
| 1Y | +75.5% | +49.0% | +26.5% | +80.4% |
| All | +75.5% | +47.1% | +28.4% | +80.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling