+147.2%
CVX vs LTH
+152.0%
-4.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.0% |
| 7D | +1.0% | -4.0% | +5.0% | +1.2% |
| 30D | +10.7% | -1.7% | +12.3% | +10.7% |
| 3M | +15.5% | +28.0% | -12.5% | +13.5% |
| 6M | +14.9% | +54.1% | -39.2% | +11.2% |
| YTD | +44.2% | +57.1% | -12.9% | +39.2% |
| 1Y | +43.5% | +45.8% | -2.3% | +39.2% |
| 3Y | +45.0% | +157.6% | -112.6% | +32.8% |
| All | +147.2% | +152.0% | -4.7% | +126.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LTH.
Daily Out/Under-Performance
Portfolio return minus LTH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LTH 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 LTH 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