+160.3%
UPS vs LYB
+631.6%
-471.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -2.7% | +1.5% | -4.3% | -3.3% |
| 3M | -1.6% | -0.3% | -1.4% | -2.2% |
| 6M | +2.3% | +0.1% | +2.3% | 0.0% |
| YTD | +5.6% | +53.4% | -47.9% | -9.7% |
| 1Y | +27.1% | +25.6% | +1.4% | +14.6% |
| 3Y | -26.3% | -21.3% | -5.0% | -24.6% |
| 5Y | -34.5% | -2.4% | -32.0% | -37.4% |
| 10Y | +37.1% | +48.8% | -11.7% | +9.8% |
| All | +160.3% | +631.6% | -471.2% | +18.1% |
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