+192.7%
VLO vs LNT
+50.4%
+142.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.9% | +2.3% | +3.1% |
| 7D | +5.8% | +1.0% | +4.7% | +5.6% |
| 30D | +28.3% | -1.1% | +29.4% | +28.5% |
| 3M | +48.7% | -3.6% | +52.3% | +49.2% |
| 6M | +71.9% | -2.7% | +74.6% | +71.8% |
| YTD | +138.7% | +8.0% | +130.7% | +132.9% |
| 1Y | +148.5% | +10.5% | +138.0% | +141.1% |
| 3Y | +192.7% | +49.6% | +143.1% | +166.2% |
| All | +192.7% | +50.4% | +142.2% | +166.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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