+541.2%
LITE vs VLO
+427.9%
+113.2%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.4% |
| 7D | -13.9% | -9.5% | -4.4% | -11.6% |
| 30D | -46.9% | -19.1% | -27.8% | -44.1% |
| 3M | -28.0% | +11.4% | -39.4% | -29.8% |
| 6M | -35.2% | +46.7% | -82.0% | -41.0% |
| YTD | +58.9% | +118.6% | -59.8% | +29.3% |
| 1Y | +125.3% | +99.9% | +25.4% | +88.2% |
| 3Y | +1,344.4% | +210.5% | +1,134.0% | +974.3% |
| 5Y | +541.2% | +432.7% | +108.5% | +362.7% |
| All | +541.2% | +427.9% | +113.2% | +362.7% |
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