+105.9%
USB vs LYB
+43.1%
+62.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -2.1% |
| 7D | +2.1% | -0.9% | +3.0% | +2.4% |
| 30D | -2.3% | +9.5% | -11.8% | -6.5% |
| 3M | +13.9% | +1.3% | +12.6% | +12.0% |
| 6M | +21.6% | -1.7% | +23.3% | +17.6% |
| YTD | +19.3% | +54.1% | -34.8% | -9.2% |
| 1Y | +33.6% | +25.7% | +7.9% | +11.4% |
| 3Y | +97.7% | -20.9% | +118.7% | +105.4% |
| 5Y | +40.4% | -1.5% | +42.0% | +27.8% |
| 10Y | +105.9% | +45.0% | +60.9% | +42.8% |
| All | +105.9% | +43.1% | +62.9% | +42.8% |
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