+209.5%
CVX vs LEN
+136.8%
+72.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +2.2% |
| 7D | +1.6% | -8.7% | +10.4% | +3.7% |
| 30D | -0.6% | +11.6% | -12.2% | -3.8% |
| 3M | +11.0% | -1.3% | +12.3% | +10.3% |
| 6M | +18.4% | -1.4% | +19.9% | +16.7% |
| YTD | +45.9% | -16.9% | +62.8% | +49.0% |
| 1Y | +46.7% | -31.2% | +77.8% | +57.1% |
| 3Y | +71.6% | -25.6% | +97.2% | +73.5% |
| 5Y | +131.4% | -13.3% | +144.7% | +114.6% |
| All | +209.5% | +136.8% | +72.6% | +88.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling