+146.1%
LITE vs VLO
+112.7%
+33.4%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +3.1% | -6.7% | -4.3% |
| 7D | +22.6% | +6.8% | +15.8% | +20.8% |
| 30D | -36.8% | -17.9% | -18.9% | -35.6% |
| 3M | -33.0% | +13.5% | -46.6% | -33.6% |
| 6M | -37.1% | +53.0% | -90.1% | -38.7% |
| YTD | +69.5% | +133.7% | -64.3% | +54.4% |
| 1Y | +146.1% | +115.7% | +30.4% | +149.9% |
| All | +146.1% | +112.7% | +33.4% | +149.9% |
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