-39.3%
VG vs LYB
-7.0%
-32.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.9% |
| 7D | +1.7% | -0.2% | +1.9% | +1.8% |
| 30D | +16.0% | +8.7% | +7.3% | +9.4% |
| 3M | +9.7% | -3.0% | +12.8% | +12.0% |
| 6M | +29.6% | +4.7% | +24.8% | +29.3% |
| YTD | +112.0% | +51.6% | +60.4% | +74.0% |
| 1Y | +12.8% | +24.4% | -11.5% | +3.3% |
| All | -39.3% | -7.0% | -32.3% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling