+790.3%
VLO vs LH
+261.9%
+528.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.5% |
| 7D | +9.6% | +1.1% | +8.6% | +9.2% |
| 30D | -17.4% | +16.7% | -34.1% | -22.6% |
| 3M | +10.8% | +15.1% | -4.3% | +4.3% |
| 6M | +56.9% | +46.3% | +10.6% | +33.7% |
| YTD | +136.8% | +48.8% | +88.0% | +98.7% |
| 1Y | +120.7% | +39.7% | +81.0% | +90.1% |
| 3Y | +231.9% | +87.0% | +144.9% | +146.6% |
| 5Y | +479.0% | +53.0% | +426.0% | +358.6% |
| All | +790.3% | +261.9% | +528.5% | +302.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling