+59.3%
USAR vs LYB
-12.2%
+71.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.3% | -5.7% | -6.0% |
| 7D | -9.3% | -0.7% | -8.6% | -9.4% |
| 30D | -15.2% | +1.5% | -16.7% | -15.0% |
| 3M | -21.1% | -0.3% | -20.8% | -20.6% |
| 6M | -21.6% | +0.1% | -21.6% | -21.6% |
| YTD | +34.8% | +53.4% | -18.7% | +37.9% |
| 1Y | +15.6% | +25.6% | -10.0% | +16.0% |
| 3Y | +57.7% | -21.3% | +79.0% | +75.5% |
| All | +59.3% | -12.2% | +71.5% | +77.4% |
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