+203.4%
CVX vs LSCC
+1,244.7%
-1,041.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -1.2% |
| 7D | -9.7% | +13.0% | -22.7% | -11.5% |
| 30D | +3.6% | -19.8% | +23.5% | +6.4% |
| 3M | +13.3% | -18.4% | +31.7% | +15.6% |
| 6M | +16.9% | -16.1% | +33.0% | +16.8% |
| YTD | +43.4% | +42.7% | +0.7% | +28.7% |
| 1Y | +44.5% | +68.0% | -23.5% | +25.6% |
| 3Y | +64.0% | +85.8% | -21.9% | +32.1% |
| 5Y | +126.4% | +28.0% | +98.4% | +85.6% |
| All | +203.4% | +1,244.7% | -1,041.3% | +36.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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