+1,568.0%
LITE vs VLO
+779.3%
+788.6%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.4% |
| 7D | +22.6% | +6.8% | +15.8% | +20.5% |
| 30D | -36.8% | -17.9% | -18.9% | -33.3% |
| 3M | -33.0% | +13.5% | -46.6% | -35.3% |
| 6M | -37.1% | +53.0% | -90.1% | -44.1% |
| YTD | +69.5% | +133.7% | -64.3% | +32.7% |
| 1Y | +146.1% | +115.7% | +30.4% | +97.5% |
| 3Y | +1,440.8% | +231.9% | +1,208.9% | +987.8% |
| 5Y | +580.4% | +471.6% | +108.9% | +299.3% |
| All | +1,568.0% | +779.3% | +788.6% | +568.5% |
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