+137.5%
UMC vs LYB
-0.9%
+138.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.0% |
| 7D | +9.0% | +0.3% | +8.7% | +9.1% |
| 30D | +17.2% | +2.5% | +14.8% | +18.3% |
| 3M | +11.4% | +1.4% | +10.0% | +14.0% |
| 6M | +137.5% | -3.5% | +141.0% | +139.3% |
| All | +137.5% | -0.9% | +138.4% | +139.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling