+210.5%
VLO vs LII
-8.4%
+218.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -9.5% | +0.4% | -9.9% | -9.5% |
| 30D | -19.1% | -2.4% | -16.8% | -19.1% |
| 3M | +11.4% | -17.5% | +28.8% | +12.8% |
| 6M | +46.7% | -32.8% | +79.6% | +50.5% |
| YTD | +118.6% | -27.7% | +146.3% | +120.2% |
| 1Y | +99.9% | -28.1% | +128.0% | +101.3% |
| 3Y | +210.5% | -9.7% | +220.1% | +196.5% |
| All | +210.5% | -8.4% | +218.8% | +196.5% |
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