+911.8%
VLO vs LOW
+233.1%
+678.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | +4.0% | -2.6% | +6.6% | +4.9% |
| 30D | +19.0% | -11.1% | +30.1% | +24.0% |
| 3M | +50.0% | -8.5% | +58.5% | +53.5% |
| 6M | +79.1% | -20.8% | +100.0% | +91.7% |
| YTD | +140.3% | -17.2% | +157.5% | +151.3% |
| 1Y | +148.3% | -24.7% | +173.1% | +169.3% |
| 3Y | +194.6% | -9.7% | +204.4% | +191.4% |
| 5Y | +609.6% | +6.0% | +603.6% | +524.9% |
| All | +911.8% | +233.1% | +678.7% | +402.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling