+199.0%
VLO vs LII
-8.7%
+207.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.3% |
| 7D | -13.3% | -0.6% | -12.7% | -13.3% |
| 30D | -18.3% | -4.6% | -13.7% | -18.2% |
| 3M | +14.3% | -21.2% | +35.6% | +16.1% |
| 6M | +47.6% | -36.4% | +84.1% | +52.4% |
| YTD | +116.0% | -28.9% | +144.9% | +117.7% |
| 1Y | +101.0% | -29.5% | +130.5% | +102.8% |
| 3Y | +199.0% | -8.6% | +207.6% | +181.5% |
| All | +199.0% | -8.7% | +207.8% | +181.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling