+1,402.3%
LITE vs VLO
+770.2%
+632.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.0% | +6.0% |
| 7D | -35.9% | -13.3% | -22.6% | -33.2% |
| 30D | -51.5% | -18.3% | -33.2% | -48.9% |
| 3M | -35.7% | +14.3% | -50.1% | -38.2% |
| 6M | -43.0% | +47.6% | -90.6% | -48.8% |
| YTD | +46.1% | +116.0% | -69.8% | +16.9% |
| 1Y | +124.7% | +101.0% | +23.7% | +83.8% |
| 3Y | +1,172.1% | +199.0% | +973.0% | +824.4% |
| 5Y | +477.0% | +419.0% | +58.0% | +248.7% |
| All | +1,402.3% | +770.2% | +632.1% | +564.0% |
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