+202.4%
VLO vs LII
+5.3%
+197.1%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.1% | -0.1% |
| 7D | +5.2% | -0.7% | +5.9% | +5.3% |
| 30D | +22.6% | -12.6% | +35.2% | +24.0% |
| 3M | +43.8% | -24.4% | +68.2% | +46.7% |
| 6M | +65.7% | -28.7% | +94.4% | +71.0% |
| YTD | +131.1% | -19.1% | +150.2% | +131.5% |
| 1Y | +143.6% | -29.7% | +173.3% | +150.5% |
| All | +202.4% | +5.3% | +197.1% | +182.1% |
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