+810.3%
CVX vs LVS
+67.7%
+742.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.7% |
| 7D | -0.6% | +0.3% | -0.9% | -0.6% |
| 30D | +13.4% | -3.9% | +17.3% | +14.1% |
| 3M | +11.8% | -12.9% | +24.7% | +14.1% |
| 6M | +12.4% | -16.9% | +29.4% | +15.3% |
| YTD | +41.5% | -31.2% | +72.7% | +49.0% |
| 1Y | +41.6% | -16.4% | +58.0% | +43.9% |
| 3Y | +42.2% | -4.4% | +46.7% | +39.6% |
| 5Y | +166.0% | +6.7% | +159.3% | +148.3% |
| 10Y | +207.2% | +1.4% | +205.8% | +186.8% |
| All | +810.3% | +67.7% | +742.5% | +572.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling