+367.9%
CVX vs LPLA
+1,311.2%
-943.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.3% | -3.1% | +6.4% | +4.4% |
| 30D | +12.9% | -0.1% | +13.0% | +12.8% |
| 3M | +11.7% | +23.2% | -11.5% | +3.6% |
| 6M | +14.1% | +15.5% | -1.4% | +7.3% |
| YTD | +40.7% | +0.9% | +39.8% | +37.6% |
| 1Y | +37.5% | +0.2% | +37.3% | +34.0% |
| 3Y | +43.9% | +55.2% | -11.3% | +15.7% |
| 5Y | +161.5% | +145.4% | +16.0% | +68.4% |
| 10Y | +215.1% | +1,229.7% | -1,014.5% | +17.4% |
| All | +367.9% | +1,311.2% | -943.3% | +56.8% |
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