+20,705.6%
LLY vs VLO
+33,533.0%
-12,827.4%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.6% |
| 7D | -4.5% | -13.3% | +8.8% | -2.7% |
| 30D | +13.9% | -18.3% | +32.2% | +16.7% |
| 3M | +13.8% | +14.3% | -0.6% | +11.3% |
| 6M | +37.6% | +47.6% | -10.0% | +29.8% |
| YTD | +26.6% | +116.0% | -89.4% | +12.6% |
| 1Y | +45.3% | +101.0% | -55.7% | +30.5% |
| 3Y | +132.2% | +199.0% | -66.8% | +94.3% |
| 5Y | +434.7% | +419.0% | +15.6% | +304.6% |
| 10Y | +2,084.3% | +778.2% | +1,306.1% | +1,342.8% |
| All | +20,705.6% | +33,533.0% | -12,827.4% | +7,732.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling