+4,683.6%
CVX vs LNT
+3,155.8%
+1,527.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.2% | -1.3% |
| 7D | +3.3% | -0.1% | +3.4% | +3.4% |
| 30D | +12.9% | -3.2% | +16.1% | +14.3% |
| 3M | +11.7% | -4.1% | +15.8% | +13.4% |
| 6M | +14.1% | -4.6% | +18.7% | +15.9% |
| YTD | +40.7% | +7.0% | +33.7% | +35.8% |
| 1Y | +37.5% | +8.3% | +29.2% | +31.8% |
| 3Y | +43.9% | +51.0% | -7.1% | +17.2% |
| 5Y | +161.5% | +30.2% | +131.3% | +123.0% |
| 10Y | +215.1% | +143.6% | +71.5% | +99.9% |
| All | +4,683.6% | +3,155.8% | +1,527.8% | +1,166.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling