+132.2%
LLY vs VLO
+194.5%
-62.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -4.5% | -13.3% | +8.8% | -4.5% |
| 30D | +13.9% | -18.3% | +32.2% | +13.8% |
| 3M | +13.8% | +14.3% | -0.6% | +13.4% |
| 6M | +37.6% | +47.6% | -10.0% | +36.6% |
| YTD | +26.6% | +116.0% | -89.4% | +22.0% |
| 1Y | +45.3% | +101.0% | -55.7% | +40.8% |
| 3Y | +132.2% | +199.0% | -66.8% | +104.1% |
| All | +132.2% | +194.5% | -62.3% | +104.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling