+36,475.4%
VLO vs LH
+1,588.1%
+34,887.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +6.8% | +2.5% | +4.3% | +6.3% |
| 30D | -17.9% | +18.7% | -36.6% | -20.3% |
| 3M | +13.5% | +15.3% | -1.8% | +10.7% |
| 6M | +53.0% | +45.4% | +7.7% | +43.3% |
| YTD | +133.7% | +49.5% | +84.2% | +117.3% |
| 1Y | +115.7% | +41.4% | +74.3% | +102.4% |
| 3Y | +231.9% | +87.6% | +144.3% | +195.4% |
| 5Y | +471.6% | +53.8% | +417.8% | +420.6% |
| 10Y | +780.7% | +266.2% | +514.6% | +594.8% |
| All | +36,475.4% | +1,588.1% | +34,887.3% | +23,192.9% |
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