+4,683.6%
CVX vs LEN
+10,533.4%
-5,849.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +3.3% | -3.2% | +6.5% | +3.8% |
| 30D | +12.9% | -4.9% | +17.8% | +13.6% |
| 3M | +11.7% | -8.5% | +20.2% | +12.7% |
| 6M | +14.1% | -20.7% | +34.8% | +17.4% |
| YTD | +40.7% | -17.4% | +58.1% | +43.5% |
| 1Y | +37.5% | -38.2% | +75.7% | +46.5% |
| 3Y | +43.9% | -24.9% | +68.8% | +46.3% |
| 5Y | +161.5% | -11.4% | +172.9% | +153.6% |
| 10Y | +215.1% | +110.0% | +105.1% | +157.5% |
| All | +4,683.6% | +10,533.4% | -5,849.8% | +2,684.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling