+47.0%
CVX vs LEN
-21.9%
+68.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +7.1% | -10.8% | -2.9% |
| 7D | -5.3% | +10.5% | -15.8% | -4.3% |
| 30D | +5.1% | +24.6% | -19.6% | +7.6% |
| 3M | +14.9% | +6.6% | +8.3% | +15.9% |
| 6M | +14.9% | +10.6% | +4.2% | +16.1% |
| YTD | +46.3% | -8.3% | +54.6% | +49.7% |
| 1Y | +47.0% | -22.5% | +69.5% | +51.7% |
| All | +47.0% | -21.9% | +68.9% | +51.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 1y: compounded portfolio wealth divided by compounded LEN 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…
1y analysis · Full analysis span regression · 6 months rolling