+34,110.8%
VLO vs LH
+1,581.5%
+32,529.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -9.5% | +4.8% | -14.3% | -10.3% |
| 30D | -19.1% | +18.8% | -38.0% | -21.6% |
| 3M | +11.4% | +15.7% | -4.3% | +8.5% |
| 6M | +46.7% | +46.7% | +0.1% | +37.2% |
| YTD | +118.6% | +48.9% | +69.7% | +103.4% |
| 1Y | +99.9% | +43.5% | +56.4% | +87.1% |
| 3Y | +210.5% | +86.9% | +123.6% | +176.5% |
| 5Y | +432.7% | +60.4% | +372.3% | +381.7% |
| 10Y | +717.1% | +260.7% | +456.4% | +546.0% |
| All | +34,110.8% | +1,581.5% | +32,529.3% | +21,700.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling