+172.2%
CVX vs LEN
-10.6%
+182.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.9% |
| 7D | +1.0% | -3.4% | +4.3% | +1.2% |
| 30D | +10.7% | -5.7% | +16.3% | +11.1% |
| 3M | +15.5% | -12.2% | +27.7% | +16.6% |
| 6M | +14.9% | -18.3% | +33.2% | +16.8% |
| YTD | +44.2% | -20.2% | +64.4% | +46.8% |
| 1Y | +43.5% | -40.1% | +83.6% | +51.2% |
| 3Y | +45.0% | -26.2% | +71.2% | +46.8% |
| 5Y | +172.2% | -9.8% | +182.0% | +162.0% |
| All | +172.2% | -10.6% | +182.8% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling