+207.2%
UMC vs LYB
+25.6%
+181.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.9% | +6.5% | +4.3% |
| 7D | +5.0% | -0.2% | +5.2% | +4.9% |
| 30D | +7.7% | +8.7% | -1.0% | +9.2% |
| 3M | +1.7% | -3.0% | +4.7% | +2.4% |
| 6M | +113.9% | +4.7% | +109.2% | +112.8% |
| YTD | +168.9% | +51.6% | +117.3% | +164.5% |
| 1Y | +207.2% | +24.4% | +182.8% | +196.5% |
| All | +207.2% | +25.6% | +181.6% | +196.5% |
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