+203.1%
VLO vs LSCC
+69.3%
+133.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -8.6% | +4.7% | -2.8% |
| 7D | -8.7% | -4.8% | -3.8% | -8.3% |
| 30D | -16.2% | -27.1% | +10.9% | -13.1% |
| 3M | +16.2% | -23.6% | +39.8% | +19.4% |
| 6M | +39.8% | -19.8% | +59.6% | +40.6% |
| YTD | +119.0% | +33.2% | +85.7% | +96.3% |
| 1Y | +110.8% | +55.2% | +55.6% | +82.4% |
| All | +203.1% | +69.3% | +133.8% | +135.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling