+385.3%
CVX vs LPLA
+1,049.0%
-663.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.0% | +4.4% | +2.4% |
| 7D | +1.6% | -2.8% | +4.4% | +2.4% |
| 30D | -0.6% | -10.2% | +9.5% | +1.9% |
| 3M | +11.0% | -22.3% | +33.3% | +19.1% |
| 6M | +18.4% | -0.5% | +18.9% | +16.3% |
| YTD | +45.9% | -17.9% | +63.8% | +50.9% |
| 1Y | +46.7% | -22.0% | +68.7% | +54.2% |
| 3Y | +71.6% | +29.4% | +42.2% | +44.8% |
| 5Y | +131.4% | +81.2% | +50.2% | +64.1% |
| 10Y | +209.3% | +773.4% | -564.1% | +28.1% |
| All | +385.3% | +1,049.0% | -663.7% | +72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling