+170.6%
CVX vs LNG
+229.3%
-58.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +0.7% | -4.5% | +5.2% | +2.5% |
| 30D | +9.1% | +4.7% | +4.5% | +6.9% |
| 3M | +13.1% | +15.1% | -2.1% | +6.4% |
| 6M | +16.3% | +13.6% | +2.7% | +9.8% |
| YTD | +43.5% | +44.0% | -0.5% | +22.9% |
| 1Y | +40.2% | +18.4% | +21.8% | +29.8% |
| 3Y | +44.2% | +75.9% | -31.6% | +10.7% |
| 5Y | +170.6% | +231.7% | -61.1% | +60.7% |
| All | +170.6% | +229.3% | -58.7% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling