+969.6%
UNP vs LYB
+633.9%
+335.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | -1.7% | -3.1% | +1.4% | -0.6% |
| 30D | -2.1% | +4.0% | -6.1% | -3.7% |
| 3M | +5.4% | +2.4% | +3.0% | +3.8% |
| 6M | +13.4% | -1.4% | +14.8% | +10.8% |
| YTD | +25.0% | +53.9% | -29.0% | +2.0% |
| 1Y | +34.6% | +26.1% | +8.5% | +17.4% |
| 3Y | +43.6% | -21.0% | +64.7% | +47.3% |
| 5Y | +51.7% | -0.7% | +52.5% | +39.1% |
| 10Y | +282.5% | +49.3% | +233.3% | +173.6% |
| All | +969.6% | +633.9% | +335.7% | +264.9% |
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