+40.2%
CVX vs LH
+11.8%
+28.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.4% | +3.9% | -0.6% |
| 7D | +0.7% | -7.4% | +8.1% | +0.4% |
| 30D | +9.1% | -4.6% | +13.7% | +8.9% |
| 3M | +13.1% | +14.5% | -1.4% | +13.1% |
| 6M | +16.3% | +14.8% | +1.5% | +16.4% |
| YTD | +43.5% | +23.3% | +20.2% | +43.0% |
| 1Y | +40.2% | +13.6% | +26.5% | +41.4% |
| All | +40.2% | +11.8% | +28.4% | +41.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH 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 LH 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