+4,775.6%
CVX vs LSCC
+9,784.2%
-5,008.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.1% | -7.3% | -0.9% |
| 7D | -9.7% | +13.0% | -22.7% | -11.0% |
| 30D | +3.6% | -19.8% | +23.5% | +5.6% |
| 3M | +13.3% | -18.4% | +31.7% | +14.9% |
| 6M | +16.9% | -16.1% | +33.0% | +17.0% |
| YTD | +43.4% | +42.7% | +0.7% | +34.5% |
| 1Y | +44.5% | +68.0% | -23.5% | +33.0% |
| 3Y | +64.0% | +85.8% | -21.9% | +45.1% |
| 5Y | +126.4% | +28.0% | +98.4% | +102.6% |
| 10Y | +209.4% | +1,255.1% | -1,045.7% | +112.0% |
| All | +4,775.6% | +9,784.2% | -5,008.7% | +2,447.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling