+217.2%
CVX vs LEN
+103.6%
+113.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.1% | +0.4% |
| 7D | +0.7% | -7.8% | +8.4% | +2.7% |
| 30D | +9.1% | -11.0% | +20.2% | +12.2% |
| 3M | +13.1% | -12.8% | +25.9% | +16.0% |
| 6M | +16.3% | -20.2% | +36.5% | +21.2% |
| YTD | +43.5% | -23.0% | +66.5% | +50.5% |
| 1Y | +40.2% | -41.8% | +82.0% | +57.9% |
| 3Y | +44.2% | -28.8% | +73.1% | +47.9% |
| 5Y | +170.6% | -12.6% | +183.2% | +149.3% |
| All | +217.2% | +103.6% | +113.7% | +95.4% |
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