+120.6%
VLO vs LEN
-21.9%
+142.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.1% | -12.8% | -4.1% |
| 7D | -6.0% | +10.5% | -16.4% | -3.5% |
| 30D | -12.9% | +24.6% | -37.5% | -8.2% |
| 3M | +18.3% | +6.6% | +11.7% | +21.4% |
| 6M | +46.4% | +10.6% | +35.8% | +51.6% |
| YTD | +127.7% | -8.3% | +136.1% | +134.4% |
| 1Y | +120.6% | -22.5% | +143.1% | +133.8% |
| All | +120.6% | -21.9% | +142.5% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling