+324.9%
VZ vs LYB
+622.7%
-297.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.9% | +1.0% | -0.6% |
| 7D | +0.1% | -0.2% | +0.3% | +0.1% |
| 30D | +7.9% | +8.7% | -0.8% | +6.4% |
| 3M | +13.6% | -3.0% | +16.7% | +13.9% |
| 6M | +1.1% | +4.7% | -3.6% | -0.5% |
| YTD | +29.3% | +51.6% | -22.3% | +19.8% |
| 1Y | +21.2% | +24.4% | -3.1% | +15.5% |
| 3Y | +75.9% | -23.5% | +99.4% | +79.0% |
| 5Y | +24.1% | -6.5% | +30.6% | +21.0% |
| 10Y | +62.4% | +40.5% | +21.9% | +39.6% |
| All | +324.9% | +622.7% | -297.8% | +161.1% |
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