+64.0%
CVX vs LII
-8.7%
+72.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | -9.7% | -0.6% | -9.1% | -9.7% |
| 30D | +3.6% | -4.6% | +8.2% | +3.7% |
| 3M | +13.3% | -21.2% | +34.6% | +14.2% |
| 6M | +16.9% | -36.4% | +53.3% | +18.8% |
| YTD | +43.4% | -28.9% | +72.3% | +43.2% |
| 1Y | +44.5% | -29.5% | +74.0% | +44.4% |
| 3Y | +64.0% | -8.6% | +72.5% | +59.6% |
| All | +64.0% | -8.7% | +72.7% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling