+921.0%
VLO vs LVS
+1.2%
+919.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.5% | +3.1% | +2.2% |
| 7D | +6.2% | -2.7% | +9.0% | +7.4% |
| 30D | +23.5% | -4.7% | +28.2% | +25.6% |
| 3M | +53.9% | -15.6% | +69.4% | +63.7% |
| 6M | +81.7% | -18.6% | +100.3% | +94.3% |
| YTD | +142.5% | -32.3% | +174.7% | +177.2% |
| 1Y | +145.4% | -18.0% | +163.5% | +157.3% |
| 3Y | +197.3% | -5.8% | +203.2% | +182.6% |
| 5Y | +614.6% | +5.7% | +608.9% | +475.8% |
| All | +921.0% | +1.2% | +919.8% | +766.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling