+45.2%
CVX vs LEN
-26.6%
+71.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +0.8% |
| 7D | -0.6% | -2.9% | +2.3% | -0.4% |
| 30D | +13.4% | -8.9% | +22.3% | +14.0% |
| 3M | +11.8% | -10.9% | +22.7% | +12.5% |
| 6M | +12.4% | -19.7% | +32.1% | +14.5% |
| YTD | +41.5% | -20.6% | +62.1% | +44.0% |
| 1Y | +41.6% | -42.4% | +84.0% | +50.6% |
| All | +45.2% | -26.6% | +71.8% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling