+471.6%
VLO vs LOW
+7.2%
+464.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.3% |
| 7D | +6.8% | +0.1% | +6.7% | +6.7% |
| 30D | -17.9% | +21.3% | -39.1% | -19.7% |
| 3M | +13.5% | +6.0% | +7.6% | +12.8% |
| 6M | +53.0% | +2.6% | +50.5% | +52.3% |
| YTD | +133.7% | -3.6% | +137.3% | +133.7% |
| 1Y | +115.7% | -1.0% | +116.6% | +114.0% |
| 3Y | +231.9% | +24.2% | +207.8% | +214.3% |
| 5Y | +471.6% | +6.3% | +465.2% | +419.9% |
| All | +471.6% | +7.2% | +464.4% | +419.9% |
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