+70.3%
CVX vs LSCC
+111.2%
-40.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.2% | +4.6% | +1.6% |
| 7D | +1.6% | +21.2% | -19.6% | +0.6% |
| 30D | -0.6% | -1.9% | +1.3% | -0.6% |
| 3M | +11.0% | -8.1% | +19.1% | +11.3% |
| 6M | +18.4% | -5.2% | +23.7% | +17.4% |
| YTD | +45.9% | +61.5% | -15.6% | +34.8% |
| 1Y | +46.7% | +81.3% | -34.6% | +33.2% |
| All | +70.3% | +111.2% | -40.8% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling