+5,000.6%
CVX vs LH
+1,579.7%
+3,420.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.7% |
| 7D | +3.4% | +1.1% | +2.4% | +3.3% |
| 30D | -1.0% | +16.7% | -17.7% | -3.0% |
| 3M | +12.2% | +15.1% | -2.9% | +10.0% |
| 6M | +20.3% | +46.3% | -26.0% | +14.3% |
| YTD | +48.3% | +48.8% | -0.5% | +40.4% |
| 1Y | +46.9% | +39.7% | +7.2% | +40.2% |
| 3Y | +73.1% | +87.0% | -13.9% | +58.3% |
| 5Y | +135.2% | +53.0% | +82.2% | +119.4% |
| 10Y | +214.4% | +264.3% | -50.0% | +163.8% |
| All | +5,000.6% | +1,579.7% | +3,420.9% | +3,613.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling