+37.6%
LLY vs VLO
+44.0%
-6.4%
-12.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.9% |
| 7D | -4.5% | -13.3% | +8.8% | -5.6% |
| 30D | +13.9% | -18.3% | +32.2% | +11.8% |
| 3M | +13.8% | +14.3% | -0.6% | +15.1% |
| 6M | +37.6% | +47.6% | -10.0% | +42.8% |
| All | +37.6% | +44.0% | -6.4% | +42.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling