+614.6%
VLO vs LEN
-10.6%
+625.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.5% | +1.1% | +1.5% |
| 7D | +6.2% | -3.4% | +9.6% | +6.6% |
| 30D | +23.5% | -5.7% | +29.1% | +24.3% |
| 3M | +53.9% | -12.2% | +66.1% | +55.8% |
| 6M | +81.7% | -18.3% | +99.9% | +85.6% |
| YTD | +142.5% | -20.2% | +162.7% | +147.7% |
| 1Y | +145.4% | -40.1% | +185.5% | +164.1% |
| 3Y | +197.3% | -26.2% | +223.5% | +204.0% |
| 5Y | +614.6% | -9.8% | +624.4% | +600.1% |
| All | +614.6% | -10.6% | +625.2% | +600.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling