+89.2%
USB vs LYB
+34.0%
+55.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.0% | +4.5% | +3.4% |
| 7D | +0.8% | -11.0% | +11.8% | +5.9% |
| 30D | +6.8% | -0.9% | +7.7% | +6.7% |
| 3M | -3.8% | +0.9% | -4.7% | -5.2% |
| 6M | +11.7% | -15.4% | +27.1% | +18.0% |
| YTD | +17.5% | +42.0% | -24.5% | -8.0% |
| 1Y | +33.8% | +47.0% | -13.3% | +2.2% |
| 3Y | +104.2% | -21.2% | +125.4% | +109.6% |
| 5Y | +26.4% | -9.7% | +36.1% | +18.8% |
| 10Y | +89.2% | +29.6% | +59.6% | +40.2% |
| All | +89.2% | +34.0% | +55.2% | +40.2% |
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