+153.0%
VLO vs LOW
-25.0%
+178.0%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +5.3% | -3.7% | +9.0% | +3.9% |
| 30D | +18.2% | -8.9% | +27.1% | +14.3% |
| 3M | +53.3% | -10.4% | +63.7% | +48.1% |
| 6M | +70.4% | -19.4% | +89.8% | +62.4% |
| YTD | +143.4% | -17.1% | +160.5% | +136.2% |
| 1Y | +153.0% | -26.3% | +179.3% | +144.2% |
| All | +153.0% | -25.0% | +178.0% | +144.2% |
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