-48.8%
LITE vs VLO
+40.8%
-89.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.8% | -17.2% |
| 7D | -44.6% | -8.7% | -35.9% | -42.3% |
| 30D | -55.0% | -16.2% | -38.8% | -52.6% |
| 3M | -38.3% | +16.2% | -54.5% | -41.2% |
| 6M | -48.8% | +39.8% | -88.5% | -54.5% |
| All | -48.8% | +40.8% | -89.6% | -54.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling