+466.3%
LLY vs CVX
+123.0%
+343.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | +1.6% | -6.2% | +7.9% | +2.1% |
| 30D | +21.5% | -0.4% | +21.8% | +21.5% |
| 3M | +16.4% | +9.3% | +7.1% | +15.6% |
| 6M | +51.5% | +18.4% | +33.1% | +49.4% |
| YTD | +33.9% | +42.5% | -8.5% | +29.2% |
| 1Y | +49.1% | +41.0% | +8.1% | +43.9% |
| 3Y | +144.6% | +67.5% | +77.1% | +129.6% |
| 5Y | +466.3% | +126.1% | +340.2% | +419.1% |
| All | +466.3% | +123.0% | +343.4% | +419.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVX.
Daily Out/Under-Performance
Portfolio return minus CVX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVX 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 CVX 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