+53.0%
USAR vs LYB
-23.1%
+76.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.0% | -3.1% |
| 7D | -11.6% | +0.3% | -11.9% | -11.6% |
| 30D | -15.5% | +2.5% | -17.9% | -15.2% |
| 3M | -31.0% | +1.4% | -32.4% | -30.5% |
| 6M | -26.2% | -3.5% | -22.7% | -26.4% |
| YTD | +30.8% | +52.0% | -21.2% | +33.6% |
| 1Y | +7.1% | +22.1% | -15.0% | +7.1% |
| 3Y | +53.0% | -22.8% | +75.8% | +71.7% |
| All | +53.0% | -23.1% | +76.1% | +71.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling