+743.6%
VLO vs LSCC
+1,398.6%
-654.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.4% | -5.5% | +1.2% |
| 7D | -6.5% | +19.3% | -25.8% | -10.1% |
| 30D | -17.8% | -9.6% | -8.1% | -16.6% |
| 3M | +19.6% | -12.4% | +32.0% | +21.2% |
| 6M | +49.3% | -10.5% | +59.7% | +47.7% |
| YTD | +122.4% | +54.8% | +67.6% | +88.9% |
| 1Y | +107.4% | +79.4% | +28.1% | +69.4% |
| 3Y | +223.1% | +109.6% | +113.5% | +137.2% |
| 5Y | +432.2% | +40.4% | +391.9% | +302.2% |
| 10Y | +743.6% | +1,379.1% | -635.4% | +227.6% |
| All | +743.6% | +1,398.6% | -654.9% | +227.6% |
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