+639.9%
LYB vs VMC
+418.4%
+221.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -0.7% | -3.7% | +3.0% | +1.1% |
| 30D | +1.5% | -12.8% | +14.3% | +8.3% |
| 3M | -0.3% | -7.9% | +7.6% | +2.5% |
| 6M | +0.1% | -7.5% | +7.6% | +1.0% |
| YTD | +53.4% | -11.6% | +65.1% | +57.5% |
| 1Y | +25.6% | -14.3% | +39.9% | +30.4% |
| 3Y | -21.3% | +18.5% | -39.8% | -32.9% |
| 5Y | -2.4% | +46.8% | -49.2% | -27.7% |
| 10Y | +48.8% | +153.2% | -104.4% | -19.9% |
| All | +639.9% | +418.4% | +221.5% | +164.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling