+36,773.5%
VLO vs LOW
+39,607.0%
-2,833.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +9.6% | +1.4% | +8.2% | +9.2% |
| 30D | -17.4% | +21.7% | -39.1% | -21.9% |
| 3M | +10.8% | +5.0% | +5.7% | +8.7% |
| 6M | +56.9% | +4.6% | +52.3% | +53.1% |
| YTD | +136.8% | -3.5% | +140.3% | +133.9% |
| 1Y | +120.7% | +0.5% | +120.1% | +115.1% |
| 3Y | +231.9% | +24.8% | +207.1% | +202.9% |
| 5Y | +479.0% | +6.5% | +472.6% | +440.6% |
| 10Y | +792.2% | +294.6% | +497.6% | +477.2% |
| All | +36,773.5% | +39,607.0% | -2,833.5% | +11,277.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling