+2,259.5%
LITE vs VLO
+885.7%
+1,373.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.0% | +4.0% |
| 7D | -1.5% | +5.2% | -6.7% | -2.8% |
| 30D | +6.7% | +22.6% | -15.9% | +0.8% |
| 3M | -6.8% | +43.8% | -50.5% | -15.5% |
| 6M | +29.4% | +65.7% | -36.3% | +12.1% |
| YTD | +139.1% | +131.1% | +8.0% | +87.9% |
| 1Y | +521.0% | +143.6% | +377.4% | +382.1% |
| 3Y | +1,535.3% | +201.4% | +1,333.9% | +1,081.4% |
| 5Y | +889.8% | +568.9% | +320.9% | +455.1% |
| All | +2,259.5% | +885.7% | +1,373.8% | +930.5% |
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