+1,533.3%
LITE vs VLO
+791.1%
+742.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +9.9% |
| 7D | -12.9% | -6.5% | -6.4% | -11.1% |
| 30D | -46.0% | -17.8% | -28.2% | -43.1% |
| 3M | -33.0% | +19.6% | -52.6% | -36.3% |
| 6M | -34.0% | +49.3% | -83.3% | -40.9% |
| YTD | +61.7% | +122.4% | -60.7% | +28.4% |
| 1Y | +148.3% | +107.4% | +40.8% | +101.4% |
| 3Y | +1,408.5% | +223.1% | +1,185.4% | +974.3% |
| 5Y | +546.2% | +432.2% | +114.0% | +287.3% |
| 10Y | +1,533.3% | +743.6% | +789.7% | +589.1% |
| All | +1,533.3% | +791.1% | +742.3% | +589.1% |
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