+36,062.8%
VLO vs LH
+1,382.1%
+34,680.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | +0.2% |
| 7D | +5.2% | -2.5% | +7.7% | +5.6% |
| 30D | +22.6% | +4.3% | +18.3% | +21.7% |
| 3M | +43.8% | +25.5% | +18.2% | +38.2% |
| 6M | +65.7% | +17.0% | +48.8% | +60.9% |
| YTD | +131.1% | +31.3% | +99.8% | +120.0% |
| 1Y | +143.6% | +20.0% | +123.7% | +135.2% |
| 3Y | +201.4% | +63.9% | +137.5% | +174.7% |
| 5Y | +568.9% | +30.9% | +538.0% | +526.2% |
| 10Y | +891.8% | +191.4% | +700.4% | +710.7% |
| All | +36,062.8% | +1,382.1% | +34,680.7% | +23,477.4% |
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