+120.6%
VLO vs LTH
+84.0%
+36.6%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.3% | -12.1% | -4.7% |
| 7D | -6.0% | +9.9% | -15.8% | -4.4% |
| 30D | -12.9% | +18.3% | -31.2% | -10.3% |
| 3M | +18.3% | +5.9% | +12.4% | +19.6% |
| 6M | +46.4% | +80.3% | -33.9% | +60.3% |
| YTD | +127.7% | +78.3% | +49.5% | +147.8% |
| 1Y | +120.6% | +81.0% | +39.6% | +140.7% |
| All | +120.6% | +84.0% | +36.6% | +140.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 1y: compounded portfolio wealth divided by compounded LTH 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…
1y analysis · Full analysis span regression · 6 months rolling