+2,006.3%
LLY vs VLO
+791.1%
+1,215.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +3.0% | +1.3% | +4.0% |
| 7D | +0.1% | -6.5% | +6.5% | +0.7% |
| 30D | +19.7% | -17.8% | +37.5% | +21.9% |
| 3M | +19.3% | +19.6% | -0.3% | +16.7% |
| 6M | +49.3% | +49.3% | +0.1% | +42.5% |
| YTD | +32.0% | +122.4% | -90.4% | +19.6% |
| 1Y | +53.7% | +107.4% | -53.7% | +40.3% |
| 3Y | +143.7% | +223.1% | -79.3% | +107.4% |
| 5Y | +463.9% | +432.2% | +31.7% | +338.9% |
| 10Y | +2,006.3% | +743.6% | +1,262.7% | +1,286.1% |
| All | +2,006.3% | +791.1% | +1,215.3% | +1,286.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling