+207.2%
CVX vs LII
+167.7%
+39.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.4% | +1.9% | +0.9% |
| 7D | -0.6% | +2.1% | -2.7% | -1.1% |
| 30D | +13.4% | -12.4% | +25.9% | +16.7% |
| 3M | +11.8% | -24.8% | +36.6% | +17.4% |
| 6M | +12.4% | -25.2% | +37.6% | +17.2% |
| YTD | +41.5% | -20.3% | +61.8% | +44.4% |
| 1Y | +41.6% | -32.9% | +74.5% | +51.1% |
| 3Y | +42.2% | +2.0% | +40.2% | +28.5% |
| 5Y | +166.0% | +24.4% | +141.5% | +120.2% |
| 10Y | +207.2% | +167.2% | +40.0% | +98.1% |
| All | +207.2% | +167.7% | +39.5% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 10y: compounded portfolio wealth divided by compounded LII 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…
10y analysis · Full analysis span regression · 6 months rolling