+46.9%
CVX vs LTH
+79.8%
-32.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +1.8% |
| 7D | +3.4% | -1.3% | +4.7% | +3.3% |
| 30D | -1.0% | +15.7% | -16.6% | +0.5% |
| 3M | +12.2% | +5.0% | +7.2% | +12.7% |
| 6M | +20.3% | +37.7% | -17.3% | +24.2% |
| YTD | +48.3% | +75.0% | -26.7% | +52.7% |
| 1Y | +46.9% | +82.6% | -35.7% | +51.1% |
| All | +46.9% | +79.8% | -32.8% | +51.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling