+490.8%
LITE vs VLO
+412.5%
+78.3%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.4% | +7.0% | +6.0% |
| 7D | -35.9% | -13.3% | -22.6% | -33.4% |
| 30D | -51.5% | -18.3% | -33.2% | -49.2% |
| 3M | -35.7% | +14.3% | -50.1% | -37.9% |
| 6M | -43.0% | +47.6% | -90.6% | -48.1% |
| YTD | +46.1% | +116.0% | -69.8% | +19.2% |
| 1Y | +124.7% | +101.0% | +23.7% | +87.3% |
| 3Y | +1,172.1% | +199.0% | +973.0% | +851.4% |
| All | +490.8% | +412.5% | +78.3% | +326.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling