+417.5%
LIN vs VLO
+770.2%
-352.7%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.2% | -0.9% |
| 7D | +0.2% | -13.3% | +13.5% | +2.8% |
| 30D | +6.5% | -18.3% | +24.8% | +10.3% |
| 3M | +5.5% | +14.3% | -8.9% | +2.0% |
| 6M | +3.3% | +47.6% | -44.3% | -5.6% |
| YTD | +22.0% | +116.0% | -93.9% | +2.1% |
| 1Y | +25.7% | +101.0% | -75.3% | +6.7% |
| 3Y | +36.2% | +199.0% | -162.8% | +3.1% |
| 5Y | +66.1% | +419.0% | -353.0% | +5.7% |
| All | +417.5% | +770.2% | -352.7% | +157.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 10y: compounded portfolio wealth divided by compounded VLO 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…
10y analysis · Full analysis span regression · 6 months rolling