+189.2%
VLO vs LH
+65.4%
+123.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.6% | +3.9% | +3.4% |
| 7D | +5.8% | -0.8% | +6.6% | +5.9% |
| 30D | +28.3% | +2.0% | +26.3% | +27.8% |
| 3M | +48.7% | +24.3% | +24.5% | +42.4% |
| 6M | +71.9% | +21.1% | +50.9% | +65.0% |
| YTD | +138.7% | +30.4% | +108.2% | +124.5% |
| 1Y | +148.5% | +18.4% | +130.1% | +139.5% |
| All | +189.2% | +65.4% | +123.8% | +153.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling