+44.5%
CVX vs LEN
-30.4%
+75.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.1% |
| 7D | +1.6% | -8.7% | +10.4% | +0.7% |
| 30D | -0.6% | +11.6% | -12.2% | +0.6% |
| 3M | +11.0% | -1.3% | +12.3% | +11.1% |
| 6M | +18.4% | -1.4% | +19.9% | +18.6% |
| YTD | +45.9% | -16.9% | +62.8% | +47.8% |
| All | +44.5% | -30.4% | +75.0% | +47.8% |
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