+189.9%
LQD vs VLO
+8,845.8%
-8,655.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.4% | +5.2% | -5.6% | -0.5% |
| 30D | -0.8% | +22.6% | -23.4% | -1.0% |
| 3M | -1.9% | +43.8% | -45.7% | -2.3% |
| 6M | -2.7% | +65.7% | -68.4% | -3.2% |
| YTD | -1.3% | +131.1% | -132.4% | -2.3% |
| 1Y | 0.0% | +143.6% | -143.7% | -1.1% |
| 3Y | +14.9% | +201.4% | -186.5% | +13.2% |
| 5Y | -4.6% | +568.9% | -573.5% | -7.2% |
| 10Y | +22.0% | +891.8% | -869.8% | +17.1% |
| All | +189.9% | +8,845.8% | -8,655.9% | +177.1% |
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