+53.1%
LLY vs VLO
+149.2%
-96.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -1.7% |
| 7D | -3.1% | +5.8% | -8.9% | -2.3% |
| 30D | -5.1% | +28.3% | -33.4% | -1.4% |
| 3M | -2.1% | +48.7% | -50.8% | +4.0% |
| 6M | +13.8% | +71.9% | -58.1% | +23.9% |
| YTD | +5.1% | +138.7% | -133.6% | +17.4% |
| 1Y | +53.1% | +148.5% | -95.3% | +73.8% |
| All | +53.1% | +149.2% | -96.1% | +73.8% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling