+1,172.1%
LITE vs VLO
+194.5%
+977.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.0% | +6.1% |
| 7D | -35.9% | -13.3% | -22.6% | -32.5% |
| 30D | -51.5% | -18.3% | -33.2% | -48.4% |
| 3M | -35.7% | +14.3% | -50.1% | -38.7% |
| 6M | -43.0% | +47.6% | -90.6% | -50.2% |
| YTD | +46.1% | +116.0% | -69.8% | +7.3% |
| 1Y | +124.7% | +101.0% | +23.7% | +71.2% |
| 3Y | +1,172.1% | +199.0% | +973.0% | +637.6% |
| All | +1,172.1% | +194.5% | +977.5% | +637.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling