+15.2%
LQD vs VLO
+236.1%
-220.9%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.2% |
| 7D | -1.6% | +9.6% | -11.3% | -1.6% |
| 30D | +0.5% | -17.4% | +17.9% | +0.4% |
| 3M | -2.3% | +10.8% | -13.1% | -2.2% |
| 6M | -3.1% | +56.9% | -60.0% | -2.8% |
| YTD | -3.0% | +136.8% | -139.8% | -3.1% |
| 1Y | -2.6% | +120.7% | -123.2% | -2.6% |
| 3Y | +15.2% | +231.9% | -216.7% | +12.2% |
| All | +15.2% | +236.1% | -220.9% | +12.2% |
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