+192.7%
VLO vs LEN
-25.9%
+218.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -3.8% | +7.1% | +3.6% |
| 7D | +5.8% | -2.9% | +8.6% | +6.0% |
| 30D | +28.3% | -8.9% | +37.2% | +29.4% |
| 3M | +48.7% | -10.9% | +59.6% | +50.0% |
| 6M | +71.9% | -19.7% | +91.6% | +76.5% |
| YTD | +138.7% | -20.6% | +159.2% | +144.0% |
| 1Y | +148.5% | -42.4% | +190.9% | +174.1% |
| 3Y | +192.7% | -26.5% | +219.2% | +189.1% |
| All | +192.7% | -25.9% | +218.6% | +189.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling