+219.2%
CVX vs LNG
+562.2%
-343.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.6% | -4.7% | +7.3% | +5.0% |
| 30D | +9.8% | +3.8% | +6.0% | +7.5% |
| 3M | +16.2% | +16.2% | 0.0% | +7.4% |
| 6M | +13.6% | +11.7% | +1.9% | +6.6% |
| YTD | +44.4% | +44.2% | +0.2% | +18.8% |
| 1Y | +40.6% | +18.6% | +22.0% | +27.6% |
| 3Y | +48.2% | +77.4% | -29.2% | +5.8% |
| 5Y | +172.3% | +232.3% | -60.0% | +30.8% |
| All | +219.2% | +562.2% | -343.0% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LNG.
Daily Out/Under-Performance
Portfolio return minus LNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNG 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 LNG 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