+298.9%
VZ vs LYB
+633.0%
-334.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.5% |
| 7D | +1.5% | +6.1% | -4.6% | +0.5% |
| 30D | +4.4% | +5.3% | -1.0% | +3.5% |
| 3M | -2.4% | +4.3% | -6.7% | -3.2% |
| 6M | +1.4% | -10.8% | +12.2% | +2.8% |
| YTD | +21.4% | +53.8% | -32.4% | +12.1% |
| 1Y | +20.3% | +50.5% | -30.2% | +11.2% |
| 3Y | +57.4% | -16.4% | +73.8% | +57.7% |
| 5Y | +21.9% | -4.8% | +26.8% | +18.5% |
| 10Y | +70.7% | +38.2% | +32.6% | +47.1% |
| All | +298.9% | +633.0% | -334.1% | +144.3% |
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