+614.6%
VLO vs LOW
+7.0%
+607.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +1.7% |
| 7D | +6.2% | -0.6% | +6.9% | +6.3% |
| 30D | +23.5% | -9.3% | +32.8% | +25.0% |
| 3M | +53.9% | -8.1% | +61.9% | +55.1% |
| 6M | +81.7% | -19.8% | +101.4% | +87.1% |
| YTD | +142.5% | -16.4% | +158.8% | +146.7% |
| 1Y | +145.4% | -24.7% | +170.1% | +156.3% |
| 3Y | +197.3% | -8.8% | +206.2% | +193.9% |
| 5Y | +614.6% | +7.8% | +606.8% | +555.9% |
| All | +614.6% | +7.0% | +607.6% | +555.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling