+172.2%
CVX vs LNT
+31.1%
+141.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.1% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +10.7% | -0.5% | +11.2% | +10.7% |
| 3M | +15.5% | -5.5% | +21.0% | +16.7% |
| 6M | +14.9% | -3.8% | +18.7% | +15.6% |
| YTD | +44.2% | +6.8% | +37.4% | +41.7% |
| 1Y | +43.5% | +9.3% | +34.2% | +40.1% |
| 3Y | +45.0% | +47.9% | -3.0% | +31.6% |
| 5Y | +172.2% | +31.6% | +140.6% | +149.8% |
| All | +172.2% | +31.1% | +141.0% | +149.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LNT.
Daily Out/Under-Performance
Portfolio return minus LNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LNT 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 LNT 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