+393.2%
CVX vs LPLA
+1,049.8%
-656.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.6% | +1.6% |
| 7D | +3.4% | -0.9% | +4.4% | +3.6% |
| 30D | -1.0% | -9.5% | +8.5% | +1.4% |
| 3M | +12.2% | -21.9% | +34.1% | +20.1% |
| 6M | +20.3% | -2.6% | +23.0% | +19.0% |
| YTD | +48.3% | -17.8% | +66.1% | +53.3% |
| 1Y | +46.9% | -21.2% | +68.1% | +53.9% |
| 3Y | +73.1% | +30.6% | +42.5% | +45.6% |
| 5Y | +135.2% | +81.3% | +53.9% | +66.8% |
| 10Y | +214.4% | +773.9% | -559.6% | +30.1% |
| All | +393.2% | +1,049.8% | -656.5% | +74.8% |
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