+18.8%
USB vs LYB
+8.1%
+10.8%
-7.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.7% | -0.6% |
| 7D | +1.4% | -0.2% | +1.7% | +1.4% |
| 30D | -1.3% | +8.7% | -10.0% | +0.1% |
| 3M | +15.2% | -3.0% | +18.3% | +15.1% |
| 6M | +18.8% | +4.7% | +14.1% | +19.7% |
| All | +18.8% | +8.1% | +10.8% | +19.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling