+125.6%
CVX vs LTH
+142.9%
-17.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LTH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.2% | -0.1% |
| 7D | -9.7% | +4.5% | -14.2% | -10.0% |
| 30D | +3.6% | +16.3% | -12.7% | +2.6% |
| 3M | +13.3% | +8.4% | +5.0% | +12.7% |
| 6M | +16.9% | +40.3% | -23.4% | +14.1% |
| YTD | +43.4% | +77.3% | -33.9% | +37.2% |
| 1Y | +44.5% | +88.0% | -43.5% | +37.5% |
| 3Y | +64.0% | +274.3% | -210.3% | +45.7% |
| All | +125.6% | +142.9% | -17.3% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling