+70.3%
CVX vs LH
+87.4%
-17.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +1.6% | +2.5% | -0.9% | +1.3% |
| 30D | -0.6% | +18.7% | -19.3% | -2.6% |
| 3M | +11.0% | +15.3% | -4.3% | +9.1% |
| 6M | +18.4% | +45.4% | -26.9% | +12.4% |
| YTD | +45.9% | +49.5% | -3.6% | +37.3% |
| 1Y | +46.7% | +41.4% | +5.3% | +39.5% |
| All | +70.3% | +87.4% | -17.1% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling