+277.6%
UNP vs LYB
+48.3%
+229.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.5% | -0.2% |
| 7D | -1.8% | +0.3% | -2.1% | -1.9% |
| 30D | -2.7% | +2.5% | -5.2% | -3.7% |
| 3M | +6.5% | +1.4% | +5.1% | +5.3% |
| 6M | +14.4% | -3.5% | +17.9% | +12.6% |
| YTD | +24.8% | +52.0% | -27.2% | +2.0% |
| 1Y | +34.4% | +22.1% | +12.4% | +18.6% |
| 3Y | +43.6% | -22.8% | +66.3% | +49.2% |
| 5Y | +53.2% | -3.4% | +56.6% | +41.8% |
| All | +277.6% | +48.3% | +229.4% | +173.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling