+614.6%
VLO vs LH
+28.2%
+586.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +6.2% | -3.2% | +9.4% | +6.7% |
| 30D | +23.5% | +0.1% | +23.3% | +23.4% |
| 3M | +53.9% | +18.6% | +35.2% | +49.9% |
| 6M | +81.7% | +17.9% | +63.7% | +76.9% |
| YTD | +142.5% | +28.9% | +113.5% | +132.4% |
| 1Y | +145.4% | +16.6% | +128.8% | +139.2% |
| 3Y | +197.3% | +63.6% | +133.8% | +174.8% |
| 5Y | +614.6% | +30.0% | +584.6% | +529.5% |
| All | +614.6% | +28.2% | +586.4% | +529.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling