+98.3%
USB vs LYB
-23.1%
+121.4%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | +0.2% |
| 7D | +1.4% | -0.2% | +1.7% | +1.5% |
| 30D | -1.3% | +8.7% | -10.0% | -3.5% |
| 3M | +15.2% | -3.0% | +18.3% | +15.8% |
| 6M | +18.8% | +4.7% | +14.1% | +12.8% |
| YTD | +21.0% | +51.6% | -30.6% | -2.1% |
| 1Y | +34.0% | +24.4% | +9.7% | +17.6% |
| All | +98.3% | -23.1% | +121.4% | +123.0% |
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