+296.3%
VZ vs LYB
+576.9%
-280.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.1% |
| 7D | +2.2% | -11.0% | +13.3% | +4.0% |
| 30D | +10.6% | -0.9% | +11.5% | +10.6% |
| 3M | -0.6% | +0.9% | -1.5% | -0.9% |
| 6M | +0.7% | -15.4% | +16.1% | +2.9% |
| YTD | +20.6% | +42.0% | -21.4% | +12.7% |
| 1Y | +22.7% | +47.0% | -24.3% | +13.8% |
| 3Y | +57.2% | -21.2% | +78.4% | +59.0% |
| 5Y | +21.4% | -9.7% | +31.0% | +18.9% |
| 10Y | +65.5% | +29.6% | +35.9% | +43.9% |
| All | +296.3% | +576.9% | -280.6% | +145.7% |
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 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