+120.6%
VLO vs LH
+44.2%
+76.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.9% | -9.7% | -5.5% |
| 7D | -6.0% | +2.1% | -8.0% | -5.8% |
| 30D | -12.9% | +19.2% | -32.0% | -12.6% |
| 3M | +18.3% | +18.0% | +0.3% | +18.9% |
| 6M | +46.4% | +46.1% | +0.4% | +47.8% |
| YTD | +127.7% | +47.7% | +80.1% | +125.5% |
| 1Y | +120.6% | +47.2% | +73.4% | +120.1% |
| All | +120.6% | +44.2% | +76.4% | +120.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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