-46.6%
VG vs LYB
-8.4%
-38.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.3% | +2.2% | +3.3% |
| 7D | +5.5% | -0.6% | +6.1% | +6.0% |
| 30D | -3.6% | +5.3% | -8.9% | -6.9% |
| 3M | -4.0% | -1.2% | -2.8% | -3.5% |
| 6M | +9.4% | -13.1% | +22.5% | +19.9% |
| YTD | +86.6% | +49.3% | +37.3% | +54.7% |
| 1Y | +69.5% | +51.8% | +17.7% | +36.9% |
| All | -46.6% | -8.4% | -38.2% | -46.7% |
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 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