+911.8%
VLO vs LVS
-0.5%
+912.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.2% |
| 7D | +4.0% | -4.3% | +8.3% | +5.7% |
| 30D | +19.0% | -6.8% | +25.8% | +22.1% |
| 3M | +50.0% | -15.6% | +65.6% | +59.6% |
| 6M | +79.1% | -20.6% | +99.7% | +93.4% |
| YTD | +140.3% | -33.4% | +173.7% | +176.5% |
| 1Y | +148.3% | -20.1% | +168.5% | +163.1% |
| 3Y | +194.6% | -7.4% | +202.1% | +182.0% |
| 5Y | +609.6% | +8.5% | +601.1% | +461.3% |
| All | +911.8% | -0.5% | +912.3% | +764.6% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded LVS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling