+768.4%
VLO vs LII
+162.0%
+606.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.8% |
| 7D | -13.3% | -0.6% | -12.7% | -13.3% |
| 30D | -18.3% | -4.6% | -13.7% | -17.7% |
| 3M | +14.3% | -21.2% | +35.6% | +21.4% |
| 6M | +47.6% | -36.4% | +84.1% | +64.4% |
| YTD | +116.0% | -28.9% | +144.9% | +127.8% |
| 1Y | +101.0% | -29.5% | +130.5% | +112.3% |
| 3Y | +199.0% | -8.6% | +207.6% | +170.7% |
| 5Y | +419.0% | +20.2% | +398.8% | +301.4% |
| All | +768.4% | +162.0% | +606.5% | +333.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling