-35.7%
VG vs LYB
-5.6%
-30.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.9% |
| 7D | +3.8% | -3.1% | +6.9% | +6.0% |
| 30D | +7.2% | +4.0% | +3.2% | +4.0% |
| 3M | +22.8% | +2.4% | +20.4% | +21.1% |
| 6M | +33.2% | -1.4% | +34.6% | +36.7% |
| YTD | +124.8% | +53.9% | +70.9% | +82.6% |
| 1Y | +15.8% | +26.1% | -10.3% | +5.2% |
| All | -35.7% | -5.6% | -30.1% | -37.1% |
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