+17,561.1%
LLY vs CVX
+4,807.9%
+12,753.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.5% |
| 7D | -2.1% | +3.3% | -5.5% | -3.0% |
| 30D | -1.6% | +12.9% | -14.5% | -4.8% |
| 3M | +2.3% | +11.7% | -9.4% | -0.9% |
| 6M | +14.9% | +14.1% | +0.7% | +10.1% |
| YTD | +7.5% | +40.7% | -33.2% | -3.0% |
| 1Y | +55.7% | +37.5% | +18.2% | +41.1% |
| 3Y | +110.6% | +43.9% | +66.7% | +85.6% |
| 5Y | +363.4% | +161.5% | +202.0% | +234.5% |
| 10Y | +1,649.0% | +215.1% | +1,433.9% | +1,018.9% |
| All | +17,561.1% | +4,807.9% | +12,753.2% | +5,227.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling