+195.0%
VLO vs LYB
-23.1%
+218.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +5.3% | +0.3% | +5.0% | +5.2% |
| 30D | +18.2% | +2.5% | +15.8% | +16.5% |
| 3M | +53.3% | +1.4% | +52.0% | +51.5% |
| 6M | +70.4% | -3.5% | +73.9% | +71.8% |
| YTD | +143.4% | +52.0% | +91.4% | +93.0% |
| 1Y | +153.0% | +22.1% | +130.9% | +124.2% |
| 3Y | +195.0% | -22.8% | +217.7% | +238.2% |
| All | +195.0% | -23.1% | +218.1% | +238.2% |
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