+227.7%
VLO vs LEN
-25.9%
+253.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -3.2% | +6.3% | +3.2% |
| 7D | +6.8% | -8.7% | +15.5% | +7.1% |
| 30D | -17.9% | +11.6% | -29.4% | -18.5% |
| 3M | +13.5% | -1.3% | +14.8% | +13.6% |
| 6M | +53.0% | -1.4% | +54.5% | +52.3% |
| YTD | +133.7% | -16.9% | +150.6% | +137.9% |
| 1Y | +115.7% | -31.2% | +146.8% | +129.1% |
| All | +227.7% | -25.9% | +253.5% | +230.3% |
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