-38.0%
VG vs LYB
-5.5%
-32.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.5% | +1.0% |
| 7D | -2.5% | -0.9% | -1.6% | -2.0% |
| 30D | +11.1% | +9.5% | +1.6% | +4.1% |
| 3M | +14.9% | +1.3% | +13.6% | +14.1% |
| 6M | +18.4% | -1.7% | +20.1% | +21.6% |
| YTD | +116.6% | +54.1% | +62.4% | +75.8% |
| 1Y | +9.4% | +25.7% | -16.3% | -0.5% |
| All | -38.0% | -5.5% | -32.6% | -39.5% |
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