-4.4%
LQD vs VLO
+476.5%
-481.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.7% |
| YTD | -3.0% | +136.8% | -139.8% | -2.6% |
| 1Y | -2.6% | +120.7% | -123.2% | -2.2% |
| 3Y | +15.2% | +231.9% | -216.7% | +15.5% |
| All | -4.4% | +476.5% | -481.0% | -0.6% |
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