-4.9%
LQD vs VLO
+606.9%
-611.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.1% |
| 7D | 0.0% | +6.2% | -6.3% | 0.0% |
| 30D | -0.2% | +23.5% | -23.7% | 0.0% |
| 3M | -1.7% | +53.9% | -55.5% | -1.4% |
| 6M | -2.7% | +81.7% | -84.3% | -2.3% |
| YTD | -1.4% | +142.5% | -143.9% | -1.0% |
| 1Y | -1.0% | +145.4% | -146.4% | -0.6% |
| 3Y | +15.1% | +197.3% | -182.3% | +15.4% |
| All | -4.9% | +606.9% | -611.8% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling