+1,545.2%
LLY vs VLO
+902.9%
+642.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.3% | -5.5% | -2.6% |
| 7D | -3.1% | +5.8% | -8.9% | -3.7% |
| 30D | -5.1% | +28.3% | -33.4% | -7.6% |
| 3M | -2.1% | +48.7% | -50.8% | -6.3% |
| 6M | +13.8% | +71.9% | -58.1% | +6.7% |
| YTD | +5.1% | +138.7% | -133.6% | -5.5% |
| 1Y | +53.1% | +148.5% | -95.3% | +36.7% |
| 3Y | +95.6% | +192.7% | -97.0% | +68.5% |
| 5Y | +361.5% | +601.6% | -240.1% | +243.3% |
| 10Y | +1,545.2% | +900.2% | +645.0% | +907.3% |
| All | +1,545.2% | +902.9% | +642.3% | +907.3% |
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