+488.8%
VLO vs LTH
+156.3%
+332.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -1.8% | +5.0% | +3.4% |
| 7D | +5.8% | +1.5% | +4.2% | +5.6% |
| 30D | +28.3% | -3.1% | +31.4% | +28.6% |
| 3M | +48.7% | +28.1% | +20.6% | +45.5% |
| 6M | +71.9% | +67.4% | +4.5% | +63.1% |
| YTD | +138.7% | +59.8% | +78.9% | +127.4% |
| 1Y | +148.5% | +45.6% | +102.9% | +138.8% |
| 3Y | +192.7% | +162.0% | +30.7% | +161.2% |
| All | +488.8% | +156.3% | +332.5% | +417.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling