+219.2%
CVX vs LPLA
+1,251.7%
-1,032.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.1% |
| 7D | +2.6% | -1.5% | +4.2% | +3.2% |
| 30D | +9.8% | -6.0% | +15.8% | +12.3% |
| 3M | +16.2% | +24.0% | -7.8% | +6.2% |
| 6M | +13.6% | +17.0% | -3.4% | +5.2% |
| YTD | +44.4% | -0.7% | +45.0% | +41.4% |
| 1Y | +40.6% | +2.1% | +38.5% | +35.3% |
| 3Y | +48.2% | +48.7% | -0.5% | +15.6% |
| 5Y | +172.3% | +151.2% | +21.0% | +52.8% |
| All | +219.2% | +1,251.7% | -1,032.5% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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