+470.2%
VLO vs LTH
+160.9%
+309.3%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | 0.0% |
| 7D | +5.2% | -0.6% | +5.9% | +5.2% |
| 30D | +22.6% | -4.6% | +27.2% | +23.0% |
| 3M | +43.8% | +32.8% | +11.0% | +40.2% |
| 6M | +65.7% | +64.6% | +1.1% | +57.6% |
| YTD | +131.1% | +62.6% | +68.5% | +119.9% |
| 1Y | +143.6% | +49.9% | +93.7% | +133.5% |
| 3Y | +201.4% | +151.3% | +50.0% | +170.4% |
| All | +470.2% | +160.9% | +309.3% | +400.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling