+120.6%
VLO vs LOW
-0.5%
+121.1%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.5% | -13.3% | -2.8% |
| 7D | -6.0% | +15.6% | -21.6% | -0.2% |
| 30D | -12.9% | +28.6% | -41.5% | -3.8% |
| 3M | +18.3% | +5.8% | +12.5% | +21.4% |
| 6M | +46.4% | +3.8% | +42.6% | +50.4% |
| YTD | +127.7% | -2.8% | +130.5% | +135.9% |
| 1Y | +120.6% | -1.4% | +122.0% | +130.4% |
| All | +120.6% | -0.5% | +121.1% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 1y: compounded portfolio wealth divided by compounded LOW 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…
1y analysis · Full analysis span regression · 6 months rolling