-22.8%
LYB vs VMC
+18.8%
-41.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.1% |
| 7D | +0.3% | -3.8% | +4.0% | +0.7% |
| 30D | +2.5% | -9.7% | +12.2% | +3.7% |
| 3M | +1.4% | -9.6% | +11.0% | +2.3% |
| 6M | -3.5% | -4.8% | +1.3% | -4.5% |
| YTD | +52.0% | -10.9% | +62.9% | +52.6% |
| 1Y | +22.1% | -15.6% | +37.6% | +24.5% |
| 3Y | -22.8% | +19.3% | -42.1% | -29.7% |
| All | -22.8% | +18.8% | -41.5% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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