+768.4%
VLO vs LSCC
+1,244.7%
-476.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +7.1% | -8.5% | -2.8% |
| 7D | -13.3% | +13.0% | -26.3% | -15.7% |
| 30D | -18.3% | -19.8% | +1.5% | -15.1% |
| 3M | +14.3% | -18.4% | +32.7% | +17.6% |
| 6M | +47.6% | -16.1% | +63.7% | +48.0% |
| YTD | +116.0% | +42.7% | +73.2% | +86.6% |
| 1Y | +101.0% | +68.0% | +33.0% | +66.4% |
| 3Y | +199.0% | +85.8% | +113.2% | +125.8% |
| 5Y | +419.0% | +28.0% | +391.0% | +300.4% |
| All | +768.4% | +1,244.7% | -476.3% | +244.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 10y: compounded portfolio wealth divided by compounded LSCC 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…
10y analysis · Full analysis span regression · 6 months rolling