+778.9%
VLO vs LII
+166.1%
+612.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.8% | +3.3% |
| 7D | +6.8% | -0.2% | +7.0% | +6.8% |
| 30D | -17.9% | -0.6% | -17.3% | -18.2% |
| 3M | +13.5% | -17.0% | +30.5% | +18.9% |
| 6M | +53.0% | -31.1% | +84.2% | +66.2% |
| YTD | +133.7% | -27.7% | +161.4% | +145.4% |
| 1Y | +115.7% | -26.2% | +141.8% | +124.2% |
| 3Y | +231.9% | -9.6% | +241.6% | +202.7% |
| 5Y | +471.6% | +15.7% | +455.9% | +355.3% |
| All | +778.9% | +166.1% | +612.8% | +316.9% |
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