+2,898.2%
LITE vs VLO
+707.0%
+2,191.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -3.9% | -14.8% | -17.7% |
| 7D | -44.6% | -8.7% | -35.9% | -43.1% |
| 30D | -55.0% | -16.2% | -38.8% | -53.1% |
| 3M | -38.3% | +16.2% | -54.5% | -40.7% |
| 6M | -48.8% | +39.8% | -88.5% | -53.0% |
| YTD | +38.3% | +119.0% | -80.7% | +11.9% |
| 1Y | +119.0% | +110.8% | +8.2% | +79.4% |
| 3Y | +1,092.0% | +201.7% | +890.3% | +783.7% |
| 5Y | +446.1% | +426.2% | +19.9% | +242.2% |
| 10Y | +1,381.7% | +790.3% | +591.4% | +709.7% |
| All | +2,898.2% | +707.0% | +2,191.2% | +1,574.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling