+25.7%
USB vs LYB
-4.9%
+30.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | +2.6% | +6.1% | -3.5% | +0.6% |
| 30D | +8.4% | +5.3% | +3.1% | +6.2% |
| 3M | -5.5% | +4.3% | -9.9% | -7.5% |
| 6M | +17.7% | -10.8% | +28.5% | +21.2% |
| YTD | +17.6% | +53.8% | -36.2% | -9.2% |
| 1Y | +33.9% | +50.5% | -16.6% | +3.9% |
| 3Y | +103.8% | -16.4% | +120.2% | +112.2% |
| All | +25.7% | -4.9% | +30.5% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling