+1,240.8%
UMC vs LYB
+624.6%
+616.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.6% |
| 7D | +9.0% | +0.3% | +8.7% | +8.9% |
| 30D | +17.2% | +2.5% | +14.8% | +16.3% |
| 3M | +11.4% | +1.4% | +10.0% | +10.2% |
| 6M | +137.5% | -3.5% | +141.0% | +133.7% |
| YTD | +193.1% | +52.0% | +141.1% | +150.0% |
| 1Y | +240.3% | +22.1% | +218.2% | +208.1% |
| 3Y | +262.2% | -22.8% | +285.0% | +269.8% |
| 5Y | +143.1% | -3.4% | +146.5% | +130.7% |
| 10Y | +1,853.0% | +47.4% | +1,805.7% | +1,406.3% |
| All | +1,240.8% | +624.6% | +616.1% | +377.0% |
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