+35,889.1%
VLO vs LOW
+35,323.5%
+565.6%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.3% |
| 7D | +5.2% | -1.7% | +6.9% | +5.7% |
| 30D | +22.6% | -7.0% | +29.6% | +24.8% |
| 3M | +43.8% | -0.9% | +44.6% | +43.1% |
| 6M | +65.7% | -20.1% | +85.8% | +73.5% |
| YTD | +131.1% | -13.9% | +145.0% | +136.6% |
| 1Y | +143.6% | -21.1% | +164.8% | +154.7% |
| 3Y | +201.4% | -6.6% | +208.0% | +198.9% |
| 5Y | +568.9% | +9.4% | +559.5% | +522.2% |
| 10Y | +891.8% | +220.5% | +671.3% | +579.6% |
| All | +35,889.1% | +35,323.5% | +565.6% | +11,408.8% |
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