+129.4%
LITE vs VLO
+107.6%
+21.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +3.0% | +7.7% | +10.1% |
| 7D | -12.9% | -6.5% | -6.4% | -11.8% |
| 30D | -46.0% | -17.8% | -28.2% | -44.6% |
| 3M | -33.0% | +19.6% | -52.6% | -33.3% |
| 6M | -34.0% | +49.3% | -83.3% | -35.1% |
| YTD | +61.7% | +122.4% | -60.7% | +49.7% |
| All | +129.4% | +107.6% | +21.8% | +137.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling