+172.2%
CVX vs LH
+28.2%
+144.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | +1.0% | -3.2% | +4.1% | +1.5% |
| 30D | +10.7% | +0.1% | +10.5% | +10.6% |
| 3M | +15.5% | +18.6% | -3.2% | +11.8% |
| 6M | +14.9% | +17.9% | -3.0% | +11.2% |
| YTD | +44.2% | +28.9% | +15.3% | +36.9% |
| 1Y | +43.5% | +16.6% | +26.9% | +38.9% |
| 3Y | +45.0% | +63.6% | -18.6% | +29.6% |
| 5Y | +172.2% | +30.0% | +142.1% | +143.1% |
| All | +172.2% | +28.2% | +144.0% | +143.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling