+262.2%
UMC vs LYB
-23.1%
+285.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.4% |
| 7D | +9.0% | +0.3% | +8.7% | +9.0% |
| 30D | +17.2% | +2.5% | +14.8% | +16.9% |
| 3M | +11.4% | +1.4% | +10.0% | +11.4% |
| 6M | +137.5% | -3.5% | +141.0% | +134.5% |
| YTD | +193.1% | +52.0% | +141.1% | +156.7% |
| 1Y | +240.3% | +22.1% | +218.2% | +217.0% |
| 3Y | +262.2% | -22.8% | +285.0% | +280.4% |
| All | +262.2% | -23.1% | +285.3% | +280.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling