+1,516.5%
UNH vs LYB
+624.6%
+891.9%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.4% | -2.1% |
| 7D | -4.5% | +0.3% | -4.8% | -4.6% |
| 30D | -6.5% | +2.5% | -9.0% | -7.2% |
| 3M | -6.0% | +1.4% | -7.4% | -6.7% |
| 6M | +33.7% | -3.5% | +37.1% | +32.6% |
| YTD | +16.4% | +52.0% | -35.6% | +1.9% |
| 1Y | +10.1% | +22.1% | -12.0% | +1.6% |
| 3Y | -16.3% | -22.8% | +6.5% | -14.6% |
| 5Y | +2.1% | -3.4% | +5.5% | -4.4% |
| 10Y | +233.1% | +47.4% | +185.7% | +150.3% |
| All | +1,516.5% | +624.6% | +891.9% | +603.9% |
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