+17,561.1%
LLY vs VLO
+35,889.1%
-18,328.0%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +5.2% | -7.4% | -2.8% |
| 30D | -1.6% | +22.6% | -24.2% | -4.3% |
| 3M | +2.3% | +43.8% | -41.5% | -2.7% |
| 6M | +14.9% | +65.7% | -50.9% | +6.6% |
| YTD | +7.5% | +131.1% | -123.6% | -4.9% |
| 1Y | +55.7% | +143.6% | -87.9% | +36.4% |
| 3Y | +110.6% | +201.4% | -90.8% | +76.6% |
| 5Y | +363.4% | +568.9% | -205.5% | +238.7% |
| 10Y | +1,649.0% | +891.8% | +757.2% | +1,039.2% |
| All | +17,561.1% | +35,889.1% | -18,328.0% | +6,511.5% |
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