+476.7%
VLO vs LTH
+174.8%
+301.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -4.2% | +7.3% | +3.4% |
| 7D | +6.8% | -4.6% | +11.4% | +7.1% |
| 30D | -17.9% | +14.8% | -32.7% | -18.8% |
| 3M | +13.5% | +3.9% | +9.6% | +13.1% |
| 6M | +53.0% | +35.5% | +17.5% | +48.8% |
| YTD | +133.7% | +71.3% | +62.4% | +121.2% |
| 1Y | +115.7% | +75.7% | +40.0% | +103.5% |
| 3Y | +231.9% | +231.9% | 0.0% | +189.6% |
| 5Y | +471.6% | +130.5% | +341.1% | +399.1% |
| All | +476.7% | +174.8% | +301.9% | +403.1% |
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