+40.6%
CVX vs LVS
-19.9%
+60.5%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.6% |
| 7D | +2.6% | -3.5% | +6.1% | +2.4% |
| 30D | +9.8% | -6.2% | +16.1% | +9.4% |
| 3M | +16.2% | -14.8% | +31.0% | +15.2% |
| 6M | +13.6% | -20.9% | +34.5% | +12.3% |
| YTD | +44.4% | -33.0% | +77.4% | +42.3% |
| 1Y | +40.6% | -20.0% | +60.6% | +38.5% |
| All | +40.6% | -19.9% | +60.5% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LVS.
Daily Out/Under-Performance
Portfolio return minus LVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LVS 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 LVS 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