+1,165.9%
CVX vs LII
+2,796.3%
-1,630.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.4% |
| 7D | -7.5% | -1.2% | -6.3% | -7.3% |
| 30D | -0.6% | -2.0% | +1.4% | -0.5% |
| 3M | +14.0% | -20.2% | +34.2% | +19.3% |
| 6M | +18.1% | -32.5% | +50.7% | +26.6% |
| YTD | +42.2% | -27.4% | +69.5% | +48.3% |
| 1Y | +41.3% | -28.2% | +69.5% | +47.7% |
| 3Y | +68.3% | -7.2% | +75.6% | +61.2% |
| 5Y | +122.0% | +19.9% | +102.1% | +93.9% |
| 10Y | +198.6% | +168.6% | +29.9% | +110.9% |
| All | +1,165.9% | +2,796.3% | -1,630.4% | +420.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling